English

Path regularity of Gaussian processes via small deviations

Probability 2009-05-21 v1

Abstract

We study the a.s. sample path regularity of Gaussian processes. To this end we relate the path regularity directly to the theory of small deviations. In particular, we show that if the process is nn-times differentiable then the exponential rate of decay of its small deviations is at most ε1/n\varepsilon^{-1/n}. We also show a similar result if nn is not an integer.

Keywords

Cite

@article{arxiv.0905.3358,
  title  = {Path regularity of Gaussian processes via small deviations},
  author = {Frank Aurzada},
  journal= {arXiv preprint arXiv:0905.3358},
  year   = {2009}
}

Comments

19pages

R2 v1 2026-06-21T13:04:22.371Z