scientific article; zbMATH DE number 3751955

zbMATH Open0478.60059MaRDI QIDQ3935962FDOQ3935962

Authors: Robert J. Adler 

Publication date: 1981

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

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)

• 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
• 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

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