scientific article; zbMATH DE number 3751955
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- 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
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- 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
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- Quasi-arithmetic means of covariance functions with potential applications to space-time data
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- 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
- Spatial prediction and ordinary kriging
- Tail estimation of the spectral density for a stationary Gaussian random field
- Global smoothness estimation of a Gaussian process from general sequence designs
- Construction of convergent simplicial approximations of quantum fields on Riemannian manifolds
- THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
- A model of the term structure of interest rates based on Lévy fields
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
- Estimators of fractal dimension: assessing the roughness of time series and spatial data
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Fixed Rank Kriging for Very Large Spatial Data Sets
- Hadwiger's theorem for definable functions
- Crossings of smooth shot noise processes
- Central limit theorems for the excursion set volumes of weakly dependent random fields
- Complexity of random energy landscapes, glass transition, and absolute value of the spectral determinant of random matrices
- Efficient Monte Carlo for high excursions of Gaussian random fields
- Poly-Sinc solution of stochastic elliptic differential equations
- Stochastic finite elements: Computational approaches to stochastic partial differential equations
- Estimating deformations of stationary processes
- Fractal and smoothness properties of space-time Gaussian models
- Validity of the expected Euler characteristic heuristic
- The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
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