On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

DOI10.3150/19-BEJ1169zbMath1466.60103arXiv1910.05650OpenAlexW3004338911MaRDI QIDQ2295042

Kamran Kalbasi, Thomas S. Mountford

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.05650

zbMATH Keywords

local timesfractional Brownian fieldsGaussian fieldsoperator-self-similar random fieldsprobability tail decay

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

Cites Work

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• Multivariate operator-self-similar random fields
• Tauberian theorems of exponential type
• Occupation densities
• Operator-self-similar stable processes
• On tail probability of local times of Gaussian processes
• Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
• Worst Case Length of Nearest Neighbor Tours for the Euclidean Traveling Salesman Problem

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