On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points

DOI10.1007/S10114-020-9083-0MaRDI QIDQ2287785zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 21 January 2020

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-020-9083-0

zbMATH Keywords

fractional Riesz-Bessel processesfunctional law of the iterated logarithmGaussian random fieldslarge deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15) Gaussian processes (60G15) Sample path properties (60G17)

Recommendations

• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• scientific article; zbMATH DE number 202497
• Limit results on finite-dimensional Gaussian random fields
• Strong local nondeterminism and sample path properties of Gaussian random fields
• Gaussian limit for determinantal random point fields.
• Sample Path Properties of Gaussian Stochastic Processes Indexed by a Local Field
• Path properties of \(l^p\)-valued Gaussian random fields
• The Local Structure of a Homogeneous Gaussian Random Field in a Neighborhood of High Level Points
• scientific article; zbMATH DE number 3901754

Cites work

• Anisotropic analysis of some Gaussian models
• Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
• Gaussian moving averages, semimartingales and option pricing.
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Hitting properties of a random string
• scientific article; zbMATH DE number 3482665 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• Markov Processes, Gaussian Processes, and Local Times
• Multiparameter Processes
• Operator scaling stable random fields
• Possible long-range dependence in fractional random fields.
• Sample functions of the Gaussian process
• Statistics for spatial data
• Stochastic Models That Separate Fractal Dimension and the Hurst Effect
• The Large Deviation Principle for Stochastic Processes. II
• Theory of Reproducing Kernels

Cited in

(4)

• Asymptotic behavior of trajectories of stationary Banach-valued Gaussian fields. II
• On the upper and lower classes for a stationary Gaussian stochastic process
• Asymptotic behavior of trajectories of stationary Gaussian fields with values in a Banach space
• Recent developments on fractal properties of Gaussian random fields

This page was built for publication: On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2287785)