Accession Number : AD0648499
Title : HOLDER CONDITIONS FOR GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Marcus,M. B.
Report Date : MAR 1967
Pagination or Media Count : 63
Abstract : The study was motivated by the well-known results for Brownian motion, the law of the iterated logarithm and Paul Levy's uniform Holder condition. Holder conditions, both uniform and local, are obtained for a wide class of separable, real-valued Gaussian processes with stationary increments. Relations between upper and lower Holder conditions are discussed.
Descriptors : (*STATISTICAL PROCESSES, *FUNCTIONAL ANALYSIS), STATISTICAL FUNCTIONS, PROBABILITY, RANDOM VARIABLES, CALCULUS OF VARIATIONS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE