Local Moduli of Continuity of Some Classes of Gaussian Processes.

摘要

We study local behavior of sample paths of Gaussian process. The purpose is to find a connection between local sample moduli of a Gaussian process at a certain point of the parameter space and metric entropy of the set generated by the process in the corresponding Hilbert space. For certain classes of Gaussian processes, our results provide a unifying approach to finding local moduli of continuity. Keywords: Reprints. (KR)