On Sample Continuity of Multidimensional Gaussian Markov Processes
S. A. Solntsev · Theory of Probability and Its Applications · 1994
The main result of the paper is Theorem 4. It gives necessary and sufficient entropy conditions for sample continuity of a multidimensional Gaussian Markov process. The method of proof is based on the results of [3], where the problem of sample continuity of trajectories of a Gaussian process was reduced to the problem of almost sure convergence of specially constructed Gaussian sequences.