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Gaussian processes with
stationary increments possessing discontinuous sample
paths
Michael Barry Marcus |
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Vol. 26 (1968), No. 1, 149–157
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Abstract |
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In this paper a sufficient condition is given on the covariance of a stationary Gaussian process for it to have sample paths that are unbounded in all intervals. This result is an extension of a result of Belyaev. It is also shown that an obvious analogue of this result applies to Gaussian processes with stationary increments. |
Mathematical Subject Classification
Primary: 60.40
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Milestones
Received: 7 December 1966
Published: 1 July 1968
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Authors |
| Michael Barry Marcus | |
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