Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri; … - In: Statistics & Probability Letters 94 (2014) C, pp. 230-235
The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the Hölder continuity of Gaussian processes. It turns out that necessary and...