Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari, Adil Yazigi
Published 2014-03-10Version 1
The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the H\"older continuity of Gaussian processes. It turns out that necessary and sufficient conditions can be stated in a simple form that is a variant of the celebrated Kolmogorov-\v{C}entsov condition.
Stochastic 2-microlocal analysis
Integration-by-Parts Characterizations of Gaussian Processes
Expansions for Gaussian processes and Parseval frames
![QR code for arXiv:1403.2215 [math.PR]](http://oss.arxitics.com/images/favicon.svg)