scientific article; zbMATH DE number 3751955

MaRDI QIDQ3935962zbMATH OpenFDO

Authors Robert J. Adler

Publication date 1981

zbMATH Keywords

local maximaHausdorff dimensionlocal timeexcursionsample functionsample function erratism

Mathematics Subject Classification ID

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)

• On the average complexity of multivariate problems
• Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
• Stochastic sensitivity analysis
• ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
• Self-similar random fields and rescaled random balls models
• Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
• On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
• Boundary crossings and the distribution function of the maximum of Brownian sheet.
• A martingale approach to homogenization of unbounded random flows
• The tail of the maximum of smooth Gaussian fields on fractal sets
• Expected discrepancy for zeros of random algebraic polynomials
• Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
• Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
• Stochastic bifurcation models
• Dimension properties of sample paths of self-similar processes
• Parameter estimation for operator scaling random fields
• Structure of the random measure associated with an isotropic stationary process
• Generalized dimensions of images of measures under Gaussian processes
• Images of the Brownian sheet
• Invariance principle, multifractional Gaussian processes and long-range dependence
• Euler characteristics of oceanic sea states
• Dimensional properties of fractional Brownian motion
• Sojourns of vector Gaussian processes inside and outside spheres
• Prediction of Fractional Brownian Motion-Type Processes
• Hausdorff and packing dimensions of the images of random fields
• Statistical Issues in fMRI for Brain Imaging
• 2-microlocal analysis of martingales and stochastic integrals
• Inverse scattering problem for a two dimensional random potential
• Continuous Gaussian multifractional processes with random pointwise Hölder regularity
• Geography of the level sets of the Brownian sheet
• Random fields with multifractional regularity order on heterogenous fractal domains
• Skew-Gaussian random field
• Local Whittle estimator for anisotropic random fields
• Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
• Variance bound of ACF estimation of one block of fGn with LRD
• On roots of random polynomials
• Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles
• Limiting crossing probabilities of random fields
• Parametric models for samples of random functions
• Fractional Poisson process. II
• Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
• Testing for non-Gaussianity on cosmic microwave background radiation: a review.
• Random fields of multivariate test statistics, with applications to shape analysis
• Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields
• Joint continuity of the local times of fractional Brownian sheets
• Uniform dimension results for Gaussian random fields
• Poisson fractional processes
• Large-scale structure of the universe and cosmological perturbation theory
• Random marked sets
• The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
• A Gaussian kinematic formula
• Parameter Estimation of Self-Similar Spatial Covariogram Models
• Some properties of a multifractional Brownian motion
• Mapping closures for turbulent mixing and reaction
• Editorial: Special issue on time series in the environmental sciences
• Local times of multifractional Brownian sheets
• Needlet approximation for isotropic random fields on the sphere
• Scan clustering: A false discovery approach
• Computational enhancements to Bayesian design of experiments using Gaussian processes
• Reciprocal diffusions and stochastic differential equations of second order^∗
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• The exact Hausdorff measure of the zero set of fractional Brownian motion
• On the local time of multifractional Brownian motion
• Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
• Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
• Additive functionals of the solution to fractional stochastic heat equation
• Gaussian reciprocal processes revisited
• mBm-based scalings of traffic propagated in internet
• Quasi-arithmetic means of covariance functions with potential applications to space-time data
• An approximation to cluster size distribution of two Gaussian random fields conjunction with application to fMRI data
• Quasi-deterministic properties of random Gaussian fields constrained by a large quadratic form
• A test for a conjunction
• A bidimensional approach to mortality risk
• Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
• Tail approximations of integrals of Gaussian random fields
• Mean Euler characteristic of stationary random closed sets
• Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
• Space-time fractional stochastic equations on regular bounded open domains
• Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
• Hölder regularity for operator scaling stable random fields
• Fractional Brownian motions in a limit of turbulent transport.
• High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
• Packing dimensions of the images of Gaussian random fields
• Hausdorff measures of the image, graph and level set of bifractional Brownian motion
• FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY
• Local times of additive Lévy processes.
• Local wavelet-vaguelette-based functional classification of gene expression data
• Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
• Hausdorff dimension of the graph of the fractional Brownian sheet
• Chaotic time series prediction and additive white Gaussian noise
• MODELING NETWORK TRAFFIC USING CAUCHY CORRELATION MODEL WITH LONG-RANGE DEPENDENCE
• On average complexity of global optimization problems
• Radiative transport limit for the random Schrödinger equation with long-range correlations
• Generalized Markov fields and Dirichlet forms
• Generalized level crossings and tangencies of a random field with smooth sample functions
• Boundedness of level lines for two-dimensional random fields
• The variogram of the uniform transform of a random field
• On the local time of sub-fractional Brownian motion
• On the local time of Gaussian and Lévy processes

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