Uniform modulus of continuity of random fields

DOI10.1007/S00605-009-0133-ZMaRDI QIDQ2655192zbMATH OpenOpenAlexFDO

Authors Y. Xiao

Publication date 22 January 2010

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0907.2291

zbMATH Keywords

heavy-tailed distributionstable random fieldsuniform modulus of continuity of a random field

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Random fields (60G60)

Abstract: A sufficient condition for the uniform modulus of continuity of a random field $X=X(t),tin{R}^N$ is provided. The result is applicable to random fields with heavy-tailed distribution such as stable random fields.

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Cited in

(21)

• Absolute continuity of Poisson random fields
• Maximal moments and uniform modulus of continuity for stable random fields
• Strong laws of large numbers for arrays of random variables and stable random fields
• Exact moduli of continuity for operator-scaling Gaussian random fields
• Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes
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• scientific article; zbMATH DE number 4153592 (Why is no real title available?)
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• Fractional stable random fields on the Sierpiński gasket
• Multi-operator scaling random fields
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• On the supremum of certain families of stochastic processes

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