Necessary and sufficient conditions for continuity of hypercontractive processes and fields

Patrik Nummi; Lauri Viitasaari

doi:10.1016/j.spl.2024.110049

Necessary and sufficient conditions for continuity of hypercontractive processes and fields

Patrik Nummi^*
, Lauri Viitasaari

^*Tämän työn vastaava kirjoittaja

Tieto- ja palvelujohtamisen laitos

Tutkimustuotos: Lehtiartikkeli › Article › Scientific › vertaisarvioitu

1 Sitaatiot (Scopus)

55 Lataukset (Pure)

Abstrakti

Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural extensions for some known Gaussian results beyond Gaussianity. Our results apply to both random processes and random fields alike.

Alkuperäiskieli	Englanti
Artikkeli	110049
Julkaisu	Statistics and Probability Letters
Vuosikerta	208
Varhainen verkossa julkaisun päivämäärä	18 tammik. 2024
DOI - pysyväislinkit	https://doi.org/10.1016/j.spl.2024.110049
Tila	Julkaistu - toukok. 2024
OKM-julkaisutyyppi	A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä

Rahoitus

PN acknowledges support by the Academy of Finland (grant agreement No 323099) and the European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (grant agreement No 818437). PN acknowledges support by the Academy of Finland (grant agreement No 323099 ) and the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No 818437 ).

Pääsy asiakirjaan

10.1016/j.spl.2024.110049Lisenssi: CC BY

1-s2.0-S016771522400018X-mainFinal published version, 509 KBLisenssi: CC BY

Muut tiedostot ja linkit

Linkki julkaisuun Scopuksessa

Lower path regularity in all dimensions
Hinz, M., Tölle, J. M. & Viitasaari, L., 28 toukok. 2026, (Jätetty) julkaisussa: arXiv.org. 25 Sivumäärä
Tutkimustuotos: Lehtiartikkeli › Article › Scientific

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title = "Necessary and sufficient conditions for continuity of hypercontractive processes and fields",

abstract = "Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural extensions for some known Gaussian results beyond Gaussianity. Our results apply to both random processes and random fields alike.",

keywords = "Hypercontractive fields, H{\"o}lder continuity, Kolmogorov–Chentsov criterion, Sample path continuity, Sub-Weibull",

author = "Patrik Nummi and Lauri Viitasaari",

note = "Funding Information: PN acknowledges support by the Academy of Finland (grant agreement No 323099) and the European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (grant agreement No 818437). Funding Information: PN acknowledges support by the Academy of Finland (grant agreement No 323099 ) and the European Research Council (ERC) under the European Union{\textquoteright}s Horizon 2020 research and innovation programme (grant agreement No 818437 ). Publisher Copyright: {\textcopyright} 2024 The Authors",

year = "2024",

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doi = "10.1016/j.spl.2024.110049",

language = "English",

volume = "208",

journal = "Statistics and Probability Letters",

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T1 - Necessary and sufficient conditions for continuity of hypercontractive processes and fields

AU - Nummi, Patrik

AU - Viitasaari, Lauri

N1 - Funding Information: PN acknowledges support by the Academy of Finland (grant agreement No 323099) and the European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (grant agreement No 818437). Funding Information: PN acknowledges support by the Academy of Finland (grant agreement No 323099 ) and the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No 818437 ). Publisher Copyright: © 2024 The Authors

PY - 2024/5

Y1 - 2024/5

N2 - Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural extensions for some known Gaussian results beyond Gaussianity. Our results apply to both random processes and random fields alike.

AB - Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural extensions for some known Gaussian results beyond Gaussianity. Our results apply to both random processes and random fields alike.

KW - Hypercontractive fields

KW - Hölder continuity

KW - Kolmogorov–Chentsov criterion

KW - Sample path continuity

KW - Sub-Weibull

UR - https://www.scopus.com/pages/publications/85183616312

U2 - 10.1016/j.spl.2024.110049

DO - 10.1016/j.spl.2024.110049

M3 - Article

AN - SCOPUS:85183616312

SN - 0167-7152

VL - 208

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 110049

ER -

Necessary and sufficient conditions for continuity of hypercontractive processes and fields

Abstrakti

Rahoitus

Pääsy asiakirjaan

Muut tiedostot ja linkit

Sormenjälki

Tutkimustuotos

Lower path regularity in all dimensions

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