1,421 research outputs found
On the Equality of Sharp and Germ - Fields for Gaussian Processes and Fields
2000 Mathematics Subject Classification: 60G15, 60G60; secondary 31B15, 31B25, 60H15We investigate the relationship between the sigma-field and the infinitesimal or germ sigma-field
An improved bound for the Gaussian concentration inequality
In this note, we provide an improved bound for the Gaussian concentration
inequality. Our proof is short and bases on the integration-by-parts formula
for the gaussian measure.Comment: 4 page
Necessary and Sufficient Conditions for H\"older Continuity of Gaussian Processes
The continuity of Gaussian processes is extensively studied topic and it
culminates in the Talagrand's notion of majorizing measures that gives
complicated necessary and sufficient conditions. In this note we study the
H\"older 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-\v{C}entsov condition
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