Necessary and sufficient conditions for Hölder continuity of Gaussian processes. (English) Zbl 1307.60035
Summary: The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the Hölder 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-Čentsov condition.
Keywords:
Gaussian processes; Hölder continuity; Kolmogorov-Čentsov condition; self-similar processesReferences:
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