1,421 research outputs found

    On the Equality of Sharp and Germ - Fields for Gaussian Processes and Fields

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    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

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    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

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    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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