Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces
Probability
2022-01-03 v1 Statistics Theory
Statistics Theory
Abstract
This paper is concerned with sample path properties of isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local nondeterminism of an isotropic Gaussian field based on the high-frequency behavior of its angular power spectrum, and then exploit this result to establish an exact uniform modulus of continuity for its sample paths.
Keywords
Cite
@article{arxiv.2112.14874,
title = {Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces},
author = {Tianshi Lu and Chunsheng Ma and Yimin Xiao},
journal= {arXiv preprint arXiv:2112.14874},
year = {2022}
}