scientific article; zbMATH DE number 3751955

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

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Algebraic sum of the image sets for a random string process
Local times of multifractional Brownian sheets
Local Whittle estimator for anisotropic random fields
Sparse high order FEM for elliptic sPDEs
On the Fisher's Z transformation of correlation random fields
A note on the higher moments of the Euler characteristic of the excursion sets of random fields
Existence and joint continuity of local time of multi-parameter fractional Lévy processes
Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
Quasi-arithmetic means of covariance functions with potential applications to space-time data
Uniform dimension results for Gaussian random fields
Markov property of generalized fields and axiomatic potential theory
Asymptotic normal distribution of multidimensional statistics of dependent random variables
Generalized Markov fields and Dirichlet forms
Correlations of peaks of Gaussian random fields
Linear estimation of random fields with second-order increments and its application
A random field model for estimating the content of soil layers
Local nondeterminism and local times for stable processes
GMM estimation with cross sectional dependence
Bayesian methods in global optimization
Gaussian reciprocal processes revisited
The intersection local time of the Westwater process
Stochastic sensitivity analysis
Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
Average case complexity of linear multivariate problems. II: Applications
Reduction conditions for geometric-type functions of homogeneous isotropic random gamma-correlation fields. I
Complex roots of a class of random algebraic polynomials
Morphological analysis of discrete random shapes
Some remarks on the Hausdorff dimension of a multiple point set of random fields with continuous sample paths
Predictability and stopping on lattices of sets
On some estimates based on sample behavior near high level excursions
Geography of the level sets of the Brownian sheet
Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
Solution of stochastic groundwater flow by infinite series, and convergence of the one-dimensional expansion
Stochastic models and statistical methods for analysing roughness of plateau-honed surfaces
Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
A martingale approach to homogenization of unbounded random flows
Euler characteristics for Gaussian fields on manifolds
Measuring the range of an additive Lévy process
Maxima of the continuous wavelet transform of correlated data
Projections on spherical cones, maximum of Gaussian fields and Rice's method.
Multiscale estimation of processes related to the fractional Black-Scholes equation
Convergence of posteriors for discretized log Gaussian Cox processes.
Rotation space random fields with an application to fMRI data
Estimating deformations of stationary processes
Poisson fractional processes
An angle-based multivariate functional pseudo-depth for shape outlier detection
The detection of local shape changes via the geometry of Hotelling's \(T^2\) fields
Solitons in media with random dispersive perturbations
The geometry of correlation fields with an application to functional connectivity of the brain
On excursion sets, tube formulas and maxima of random fields.
\(1+3\) covariant cosmic microwave background anisotropies. I: Algebraic relations for mode and multipole expansions
Topological classification of radioactive contamination
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
Large-scale structure of the universe and cosmological perturbation theory
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
Solving equations and optimization problems with uncertainty
Moderate deviation for random elliptic PDE with small noise
Stochastic string models with continuous semimartingales
Record length requirement of long-range dependent teletraffic
On the maxima and minima of complete and incomplete samples from nonstationary random fields
Volterra-type Ornstein-Uhlenbeck processes in space and time
Stationary increments harmonizable stable fields: upper estimates on path behaviour
Clustering of high values in random fields
A Rice method proof of the null-space property over the Grassmannian
Bayes linear analysis of risks in sequential optimal design problems
Kinetic limit for a harmonic chain with a conservative Ornstein-Uhlenbeck stochastic perturbation
Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile
Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
Dimension results for space-anisotropic Gaussian random fields
Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes
The expected number of complex zeros of complex random polynomials
Hausdorff dimension of the record set of a fractional Brownian motion
Expected number and height distribution of critical points of smooth isotropic Gaussian random fields
Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows.
Bivariate occupation measure dimension of multidimensional processes.
On the distribution of the maximum of a Gaussian field with \(d\) parameters
A topologically valid definition of depth for functional data
Stochastic bifurcation models
Compactly supported correlation functions
Expected density of complex zeros of random hyperbolic polynomials
Testing for neglected nonlinearity in regression models based on the theory of random fields
On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
Fractional Brownian motions in a limit of turbulent transport.
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series.
A distribution estimation method based on level crossings
Boundary crossings and the distribution function of the maximum of Brownian sheet.
Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
Continuous integral kernels for unbounded Schrödinger semigroups and their spectral projections
On a class of minimum contrast estimators for fractional stochastic processes and fields
Hausdorff dimension of the graph of the fractional Brownian sheet
Shock structure due to stochastic forcing and the time reversal of nonlinear waves
On local times of self-similar random fields
Stochastic analysis of the fracture of solids with microcracks
The variogram of the uniform transform of a random field
Crossings of smooth shot noise processes
Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
Diffusing passive tracers in random incrompressible flows: statistical topography aspects
Fractal and smoothness properties of space-time Gaussian models

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