Exact moduli of continuity for general chi--square processes and for permanental processes related to the Ornstein--Uhlenbeck process (2006.14457v2)

Abstract: Let $ \overline B={ \overline B_{t},t\in R^{1} }$ be Brownian motion killed after an independent exponential time with mean $2/\lambda^{2}$. The process $\overline B$ has potential densities, [ u(x,y) ={e^{-\lambda |y-x|}\over \lambda},\qquad x,y\in R^{ 1}, ] which is also the covariance of an Ornstein--Uhlenbeck process. Let $f$ be an excessive function for $\overline B$. Then, [ {e^{-\lambda |y-x|}\over \lambda}+f(y),\qquad x,y\in R^{ 1}, ] is the kernel of an $\alpha$-permanental process $ X_{\alpha}={ X_{\alpha}(t), t\in R^{ 1}}$ for all $\alpha>0$. It is shown that for all $k\ge 1$ and intervals $\Delta \subseteq [0,1] $, [ \limsup_{h\to 0}\sup_{\stackrel{|u-v|\le h }{ u,v\in\Delta}} \frac{|X_{k/2} (u)-X_{k/2} (v)|}{ 2 ( |u-v| \log 1/|u-v|)^{1/2}}= \sqrt 2 \sup_{t\in\Delta}X_{k/2}^{1/2}(t)\qquad a.s.] The local modulus of continuity of $X_{k/2}$ for all $k\ge 1$ is also obtained. Local and uniform moduli of continuity are also obtained for chi--square processes which are defined by, [ Y_{k/2}(t)=\sum_{i=1}^{k}\frac{\eta^2_{i}(t)}{2},\qquad t\in [0,1], ] where $\eta={\eta(t);t\in [0,1]}$ is a mean zero Gaussian process and ${\eta_{i};i=1,\ldots, k}$ are independent copies of $\eta.$