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