On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments
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Publication:2295042
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
local timesfractional Brownian fieldsGaussian fieldsoperator-self-similar random fieldsprobability tail decay
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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