Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories) (Q1085881): Difference between revisions
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Revision as of 18:05, 17 June 2024
scientific article
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English | Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories) |
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Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories) (English)
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1987
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Let \(\{\) X(t)\(\}\) be a stationary non-differentiable Gaussian process and let \(\phi _{\epsilon}(u)=\epsilon ^{-1}\phi (u/\epsilon)\) be an approximate identity. Setting \(X_{\epsilon}(t)=X^ *\phi _{\epsilon}(t)\) and letting \(N_{\epsilon}(T)\) be the number of zeros of \(X_{\epsilon}\) in the interval [0,T] it is shown that under weak technical conditions there are constants C(\(\epsilon)\) so that \(C(\epsilon)N_{\epsilon}(T)\) converges in \(L^ 2\) as \(\epsilon\) \(\to 0\). When X admits a continuous local time, the limit is the local time L(0,T) at zero of X(t).
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stationary non differentiable Gaussian process
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continuous local time
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