Properties of strong local nondeterminism and local times of stable random fields

DOI10.1007/978-3-0348-0021-1_18MaRDI QIDQ2904883zbMATH OpenOpenAlexFDO

Authors Y. Xiao

Publication date 24 August 2012

Published in Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-0348-0021-1_18

zbMATH Keywords

local timesstrong local nondeterminismjoint continuitystable random fieldsharmonizable fractional stable motionharmonizable fractional stable sheetslinear fractional stable sheetsHölder condition

Mathematics Subject Classification ID

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

Recommendations

• Local nondeterminism and local times for stable processes
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Local times of a class of random fields
• Local nondeterminism and joint continuity of the local times for operator-scaling stable random fields
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times

Cites work

• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 3594385 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 1981888 (Why is no real title available?)
• scientific article; zbMATH DE number 3998896 (Why is no real title available?)
• scientific article; zbMATH DE number 3286429 (Why is no real title available?)
• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• A self-similar process with nowhere bounded sample paths
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
• Dimension results for Gaussian vector fields and index-\(\alpha\) stable fields
• Geometric properties of fractional Brownian sheets
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Images of the Brownian sheet
• Joint continuity of the local times of fractional Brownian sheets
• Joint continuity of the local times of linear fractional stable sheets
• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Local and asymptotic properties of linear fractional stable sheets
• Local nondeterminism and local times for stable processes
• Local time for stable moving average processes: Hölder conditions
• Local times and related sample path properties of certain self-similar processes
• Local times of fractional Brownian sheets
• Multiparameter Processes
• Multiple points of fractional stable processes
• Occupation densities
• On moduli of continuity for local times of Gaussian processes
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• On the geometry of L^p (μ) with applications to infinite variance processes
• Operator scaling stable random fields
• Path properties of index-\(\beta\) stable fields
• Possible long-range dependence in fractional random fields.
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
• Sample function properties of multi-parameter stable processes
• Sample path properties of anisotrophic Gaussian random fields
• Sample path properties of ergodic self-similar processes
• Sectorial local non-determinism and the geometry of the Brownian sheet
• Stable Paretian models in finance
• Strong local nondeterminism and sample path properties of Gaussian random fields
• The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion

Cited in

(16)

• Strong laws of large numbers for arrays of random variables and stable random fields
• Sample path properties of generalized random sheets with operator scaling
• Generalized dimensions of images of measures under Gaussian processes
• Fractal and smoothness properties of space-time Gaussian models
• Local nondeterminism and joint continuity of the local times for operator-scaling stable random fields
• Local properties of a multifractional stable field
• Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
• Multivariate operator-self-similar random fields
• Local nondeterminism and local times for stable processes
• Wavelet series representation and geometric properties of harmonizable fractional stable sheets
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• Multi-operator scaling random fields
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• An optimal uniform modulus of continuity for harmonizable fractional stable motion
• Real harmonizable multifractional stable process and its local properties
• Random-time isotropic fractional stable fields

This page was built for publication: Properties of strong local nondeterminism and local times of stable random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2904883)