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A class of almost nowhere differentiable stationary Gaussian processes which are somewhere differentiable
Published online by Cambridge University Press: 14 July 2016
Abstract
A stationary Gaussian process is exhibited with the following property: the covariance function of the process is not differentiable at the origin and yet almost all the sample paths of the process are differentiable in a set of points of the power of the continuum. The process provides a counter example to a statement of Slepian.
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- Copyright © Applied Probability Trust 1973
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