scientific article; zbMATH DE number 3751955

zbMATH Open0478.60059MaRDI QIDQ3935962FDOQ3935962

Publication date: 1981

Title of this publication is not available (Why is that?)

local maxima Hausdorff dimension local time excursion sample function sample function erratism

Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17) Local time and additive functionals (60J55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited In (only showing first 100 items - show all)

Generalized dimensions of images of measures under Gaussian processes
Images of the Brownian sheet
Parameter estimation for operator scaling random fields
Structure of the random measure associated with an isotropic stationary process
Sojourns of vector Gaussian processes inside and outside spheres
Limiting crossing probabilities of random fields
Local times of multifractional Brownian sheets
Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
A test for a conjunction
Stochastic sensitivity analysis
Random fields with multifractional regularity order on heterogenous fractal domains
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
Invariance principle, multifractional Gaussian processes and long-range dependence
Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
Mean Euler characteristic of stationary random closed sets
Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
Local Whittle estimator for anisotropic random fields
Large-scale structure of the universe and cosmological perturbation theory
mBm-based scalings of traffic propagated in internet
Expected discrepancy for zeros of random algebraic polynomials
Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
Reciprocal diffusions and stochastic differential equations of second order^∗
An approximation to cluster size distribution of two Gaussian random fields conjunction with application to fMRI data
Some properties of a multifractional Brownian motion
The exact Hausdorff measure of the zero set of fractional Brownian motion
Space-time fractional stochastic equations on regular bounded open domains
Dimensional properties of fractional Brownian motion
2-microlocal analysis of martingales and stochastic integrals
Variance bound of ACF estimation of one block of fGn with LRD
Continuous Gaussian multifractional processes with random pointwise Hölder regularity
Euler characteristics of oceanic sea states
Random fields of multivariate test statistics, with applications to shape analysis
Uniform dimension results for Gaussian random fields
A Gaussian kinematic formula
Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
Stochastic bifurcation models
Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
Boundary crossings and the distribution function of the maximum of Brownian sheet.
On the average complexity of multivariate problems
Parameter Estimation of Self-Similar Spatial Covariogram Models
Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles
Testing for non-Gaussianity on cosmic microwave background radiation: a review.
Scan clustering: A false discovery approach
On the local time of multifractional Brownian motion
The tail of the maximum of smooth Gaussian fields on fractal sets
The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
Self-similar random fields and rescaled random balls models
Inverse scattering problem for a two dimensional random potential
Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields
Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
Gaussian reciprocal processes revisited
A bidimensional approach to mortality risk
Additive functionals of the solution to fractional stochastic heat equation
Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
On roots of random polynomials
Parametric models for samples of random functions
Joint continuity of the local times of fractional Brownian sheets
Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
Skew-Gaussian random field
Fractional Poisson process. II
Tail approximations of integrals of Gaussian random fields
On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
Mapping closures for turbulent mixing and reaction
Quasi-arithmetic means of covariance functions with potential applications to space-time data
Dimension properties of sample paths of self-similar processes
Editorial: Special issue on time series in the environmental sciences
Quasi-deterministic properties of random Gaussian fields constrained by a large quadratic form
Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
Poisson fractional processes
Random marked sets
ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
Statistical Issues in fMRI for Brain Imaging
Needlet approximation for isotropic random fields on the sphere
Computational enhancements to Bayesian design of experiments using Gaussian processes
A martingale approach to homogenization of unbounded random flows
Prediction of Fractional Brownian Motion-Type Processes
Hausdorff and packing dimensions of the images of random fields
Geography of the level sets of the Brownian sheet
On excursion sets, tube formulas and maxima of random fields.
Compactly supported correlation functions
Computational aspects of the stochastic finite element method
Applications of empirical characteristic functions in some multivariate problems
Max-stable processes for modeling extremes observed in space and time
The measure theory of random fractals
Least-squares estimation of multifractional random fields in a Hilbert-valued context
Efficient Monte Carlo for high excursions of Gaussian random fields
Langevin equation with two fractional orders
Rotation space random fields with an application to fMRI data
Optimal sampling designs for nonparametric estimation of spatial averages of random fields
The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
Tail estimation of the spectral density for a stationary Gaussian random field
Central limit theorems for the excursion set volumes of weakly dependent random fields
Expected number and height distribution of critical points of smooth isotropic Gaussian random fields
Topological pattern recognition for point cloud data
A topologically valid definition of depth for functional data
Stochastic finite elements: Computational approaches to stochastic partial differential equations
Operator scaling stable random fields
The distribution of maxima of approximately Gaussian random fields
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail

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