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Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces
Lu, Tianshi Ma, Chunsheng Xiao, Yimin
Lu, Tianshi
Ma, Chunsheng
Xiao, Yimin
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2023-01-03
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Isotropy,Jacobi polynomial,Strong local nondeterminism,Uniform modulus of continuity
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Lu, T., Ma, C. & Xiao, Y. Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces. J Theor Probab (2023). https://doi.org/10.1007/s10959-022-01231-8
Abstract
This paper is concerned with sample path properties of real-valued isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local nondeterminism of an isotropic Gaussian field and then exploit this result to establish an exact uniform modulus of continuity for its sample paths.
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Preprint version available from arXiv. Click on the DOI to access the publisher's version of this article.
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Springer International Publishing
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Journal of Theoretical Probability
2023
2023
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1572-9230