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 Markov fields and Dirichlet forms
Continuous integral kernels for unbounded Schrödinger semigroups and their spectral projections
Finite dimensional models for random functions
Sample function properties of two-parameter Markov processes
A packing dimension theorem for Gaussian random fields
Brownian sheet images and Bessel-Riesz capacity
Probabilistic validation of homology computations for nodal domains
Estimation of local anisotropy based on level sets
Estimating and testing zones of abrupt change for spatial data
On average complexity of global optimization problems
Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
Granger causality from quantized measurements
Clustering of high values in random fields
Heavy traffic limits for queues with non-stationary path-dependent arrival processes
Wave localization does not affect the breakdown of a Schrödinger-type amplifier driven by the square of a Gaussian field
On the local time of Gaussian and Lévy processes
A wavelet characterization for the upper global Hölder index
Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems
A mean-field statistical theory for the nonlinear Schrödinger equation
Central limit theorem for nonlinear transforms of Gaussian random vector fields
Hölder regularity for operator scaling stable random fields
Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY
Radiative transport limit for the random Schrödinger equation with long-range correlations
Properties of strong local nondeterminism and local times of stable random fields
The growth of the expected number of real zeros of a random polynomial with dependent coefficients
Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
On the local time of sub-fractional Brownian motion
Harmonic oscillator driven by random processes having fractal and Hurst effects
Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
Local times of additive Lévy processes.
Complex roots of a class of random algebraic polynomials
Hausdorff dimension of the graph of the fractional Brownian sheet
MODELING NETWORK TRAFFIC USING CAUCHY CORRELATION MODEL WITH LONG-RANGE DEPENDENCE
Chaotic time series prediction and additive white Gaussian noise
Hausdorff measures of the image, graph and level set of bifractional Brownian motion
Local wavelet-vaguelette-based functional classification of gene expression data
Probabilistic and numerical validation of homology computations for nodal domains
The expected number of complex zeros of complex random polynomials
Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
Asymptotic location of largest values of a stationary random field
Measuring the range of an additive Lévy process
Geometrical characteristics of Gaussian sea waves
The graph and range singularity spectra of \(b\)-adic independent cascade functions
Packing dimensions of the images of Gaussian random fields
Expected density of complex zeros of random hyperbolic polynomials
Generalized level crossings and tangencies of a random field with smooth sample functions
Topology-guided sampling of nonhomogeneous random processes
The density of complex zeros of random sums
Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
Palm distributions of wave characteristics in encountering seas
Solitons in media with random dispersive perturbations
High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
Average case complexity of linear multivariate problems. II: Applications
Local time and related sample paths of filtered white noises
Bernoulli-Euler beams with random field properties under random field loads: fractal and Hurst effects
Fractional Brownian motions in a limit of turbulent transport.
The variogram of the uniform transform of a random field
Empirical maximum likelihood kriging: the general case
Boundedness of level lines for two-dimensional random fields
The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
Intensity of crossings of a given level by a homogeneous random field
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
Extremes of Gaussian processes with a smooth random variance
Change-points: from sequential detection to biology and back
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
A supermartingale approach to Gaussian process based sequential design of experiments
Euler characteristics for Gaussian fields on manifolds
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Wavelets techniques for pointwise anti-Hölderian irregularity
Gaussian processes, kinematic formulae and Poincaré's limit
Global smoothness estimation of a Gaussian process from general sequence designs
Fixed Rank Kriging for Very Large Spatial Data Sets
The geometry of correlation fields with an application to functional connectivity of the brain
Distribution of the height of local maxima of Gaussian random fields
Fractional kinetic equations driven by Gaussian or infinitely divisible noise
Mixed fractional Brownian sheets and their applications
Karhunen-Loève approximation of random fields by generalized fast multipole methods
On the distribution of the maximum of a Gaussian field with \(d\) parameters

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