Elliptic Gaussian random processes (Q1364616): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2026237857 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:00, 30 July 2024

scientific article
Language Label Description Also known as
English
Elliptic Gaussian random processes
scientific article

    Statements

    Elliptic Gaussian random processes (English)
    0 references
    0 references
    0 references
    0 references
    3 February 1998
    0 references
    Summary: We study the Gaussian random fields indexed by \(\mathbb{R}^d\) whose covariance is defined in all generality as the parametrix of an elliptic pseudo-differential operator with minimal regularity assumption on the symbol. We construct new wavelet bases adapted to these operators; the decomposition of the field on this corresponding basis yields its iterated logarithm law and its uniform modulus of continuity. We also characterize the local scalings of the field in term of the properties of the principal symbol of the pseudodifferential operator. Similar results are obtained for the multi-fractional Brownian motion.
    0 references
    Gaussian random fields
    0 references
    elliptic pseudo-differential operator
    0 references
    modulus of continuity
    0 references
    multi-fractional Brownian motion
    0 references

    Identifiers