Asymptotic behaviors for the increments of Gaussian random fields

DOI10.1006/JMAA.2000.6818MaRDI QIDQ1577946zbMATH OpenOpenAlexFDO

Authors Yong-Kab Choi

Publication date 30 October 2001

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.2000.6818

zbMATH Keywords

Gaussian fieldincrementslimit inferiorlimit superiortwo-parameter Lévy Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

The moduli of continuity for a two-parameter Gaussian random field on rectangles in the Euclidean plane is considered. Large increments results are established. An application to a two-parameter Lévy Brownian motion is given.

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Cites work

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Cited in

(13)

• Some limit theorems for fractional Lévy Brownian fields
• On fixed-domain asymptotics and covariance tapering in Gaussian random field models
• Asymptotic expansions for functions of the increments of certain Gaussian processes
• The moduli of non-differentiability for Gaussian random fields with stationary increments
• Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
• Limit results on finite-dimensional Gaussian random fields
• On the large and small increments of Gaussian random fields
• Increasing domain asymptotics for the first Minkowski functional of spherical random fields
• Asymptotic Properties for Increments of l^∞-Valued Gaussian Random Fields
• scientific article; zbMATH DE number 1111390 (Why is no real title available?)
• scientific article; zbMATH DE number 1508417 (Why is no real title available?)
• scientific article; zbMATH DE number 848865 (Why is no real title available?)
• scientific article; zbMATH DE number 1403127 (Why is no real title available?)

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