Multiparameter processes. An introduction to random fields
Brownian sheet random walksGaussian random variableslimit theoremsmultiparameter martingalesone- and multiparameter Markov processespotential theoryrandom fieldsrandom walks
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Martingales with continuous parameter (60G44) Sums of independent random variables; random walks (60G50) Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Brownian motion (60J65)
This book aims to construct a general framework for the analysis of a large class of random fields, also known as multiparameter processes. A great part of one-parameter theory is also included, with the goal to keep the book self-contained. The book is divided into two parts, devoted to discrete-parameter and continuous-parameter random fields, respectively. Part I also contains the results that allow for the transition from discrete-time processes to continuous-time processes. Part I starts with discrete-time one-parameter martingales and continues with multiparameter orthomartingales. Maximal inequalities, convergence notions, topological convergence and reversed orthomartingales are studied. In general, a lot of attention is paid to the topological aspects. The multiparameter martingales and their connections to orthomartingales are considered, in the spirit of famous works of Cairoli and Walsh. Applications to \(N\)-dimensional Haar systems and differentiation theorems for \(N\)-parameter integrals are presented. Two sections devoted to random walks include intersection probabilities for several one-parameter walks, the strong law of large numbers and the law of iterated logarithm for multiparameter random walks. Gaussian \(\mathbb R^d\)-valued random variables are considered as the limits of random walks in \(\mathbb R^d\). Continuity of random processes indexed by a totally bounded pseudometric space is established and applied to Gaussian processes (Dudley's theorem). Standard Brownian sheet on \(\mathbb R^N\) is also studied. Limit theorems concerning weak convergence in \(C\) and invariance principle are given. Part II describes continuous \(N\)-parameter martingales that ``abound, in the author's terminology. One-parameter Markov processes, connected semigroups, and probabilistic potential theory serve as extent introduction to the theory of multiparameter Markov processes, additive stable processes, and \(\alpha\)-regular Gaussian random fields. Polar sets for the range of the Brownian sheet, codimension of level sets, and local times conclude Part II. The book contains a lot of supplementary exercises, extended theoretical appendices and is useful both for highly qualified specialists and for advanced graduate students.
- Level sets of the stochastic wave equation driven by a symmetric Lévy noise
- Local times of multifractional Brownian sheets
- The fractional stochastic heat equation on the circle: Time regularity and potential theory
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- Uniform dimension results for Gaussian random fields
- Set-indexed Brownian motion on increasing paths
- Intersections of Brownian motions
- Mutual intersection for rough differential systems driven by fractional Brownian motions
- Volterra-type Ornstein-Uhlenbeck processes in space and time
- Stationary increments harmonizable stable fields: upper estimates on path behaviour
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
- On limit theorems for fields of martingale differences
- Lévy processes: capacity and Hausdorff dimension
- Potential theory for hyperbolic SPDEs.
- Linear SPDEs driven by stationary random distributions
- Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
- Statistical consistency of the data association problem in multiple target tracking
- The dimension of the range of a transient random walk
- Small ball probabilities for the infinite-dimensional Ornstein-Uhlenbeck process in Sobolev spaces
- Maximal moments and uniform modulus of continuity for stable random fields
- Rate of convergence of uniform transport processes to a Brownian sheet
- Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension
- An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
- Recent advances on eigenvalues of matrix-valued stochastic processes
- A stochastically perturbed fluid-structure interaction problem modeled by a stochastic viscous wave equation
- Anisotropic Gaussian random fields: criteria for hitting probabilities and applications
- Optimal inference with a multidimensional multiscale statistic
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields
- On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
- A linear stochastic biharmonic heat equation: hitting probabilities
- Regularity of an abstract Wiener integral
- Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
- Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
- Newton's method for nonlinear stochastic wave equations
- Bounds on the probability of radically different opinions
- On intersections of independent space-time anisotropic Gaussian fields
- Hausdorff measure of the range of space-time anisotropic Gaussian random fields
- Lévy-driven causal CARMA random fields
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- Independence times for iid sequences, random walks and Lévy processes
- Dense blowup for parabolic SPDEs
- On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
- A characterization of the finiteness of perpetual integrals of Lévy processes
- Leap-frog method for stochastic functional wave equations
- Local times of linear multifractional stable sheets
- Confidence bands for multivariate and time dependent inverse regression models
- Multiple points of the Brownian sheet in critical dimensions
- Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
- A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields
- Stochastic 2-microlocal analysis
- Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
- Moment conditions in strong laws of large numbers for multiple sums and random measures
- Dynkin's isomorphism theorem and the stochastic heat equation
- Extreme value theory with operator norming
- Generalized dimensions of images of measures under Gaussian processes
- Confidence regions for images observed under the Radon transform
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Hausdorff dimension of the contours of symmetric additive Lévy processes
- Dynamical percolation on general trees
- From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
- Recurrent lines in two-parameter isotropic stable Lévy sheets
- Level crossings of a two-parameter random walk
- Uniform modulus of continuity of random fields
- Global C^1 regularity of the value function in optimal stopping problems
- Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity
- Limit theorems for weighted Bernoulli random fields under Hannan's condition
- Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields
- Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
- Multivariate subordination of Markov processes with financial applications
- Fractional Brownian sheets run with nonlinear clocks
- Fractal dimensions of rough differential equations driven by fractional Brownian motions
- Properties of strong local nondeterminism and local times of stable random fields
- Hitting probabilities for nonlinear systems of stochastic waves
- Fluctuations in the homogenization of semilinear equations with random potentials
- Hitting probabilities of a class of Gaussian random fields
- Probabilistic choice with an infinite set of options: an approach based on random sup measures
- Sample paths properties of the set-indexed fractional Brownian motion
- A group action on increasing sequences of set-indexed Brownian motions
- Images of the Brownian sheet
- Lévy-based Cox point processes
- Covering a connected curve on the torus with squares
- Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
- scientific article; zbMATH DE number 3971895 (Why is no real title available?)
- scientific article; zbMATH DE number 3978063 (Why is no real title available?)
- Vector-valued tree martingales
- On the asymptotic normality of kernel density estimators for causal linear random fields
- Quantifying identifiability in independent component analysis
- scientific article; zbMATH DE number 524746 (Why is no real title available?)
- Critical Brownian sheet does not have double points
- scientific article; zbMATH DE number 1981888 (Why is no real title available?)
- Confidence regions for spatial excursion sets from repeated random field observations, with an application to climate
- Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
- scientific article; zbMATH DE number 194998 (Why is no real title available?)
- Brownian motion and thermal capacity
- On the functional of action for multiparameter random fields
- Some properties of multiparameter random fields
- Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
- Local Hölder regularity for set-indexed processes
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