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)

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
Convergence of posteriors for discretized log Gaussian Cox processes.
On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
On a class of minimum contrast estimators for fractional stochastic processes and fields
Some fractional and multifractional Gaussian processes: a brief introduction
Dissipative anomalies in singular Euler flows
Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
A class of negatively fractal dimensional Gaussian random functions
Limit theorems for excursion sets of stationary random fields
Shock structure due to stochastic forcing and the time reversal of nonlinear waves
Crossings of smooth shot noise processes
Local nondeterminism and local times for stable processes
Point pattern analysis of spatial deformation and blurring effects on exceedances
Bayesian methods in global optimization
A class of covariate-dependent spatiotemporal covariance functions for the analysis of daily ozone concentration
Spatial prediction and ordinary kriging
Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
Discrete Morse theory for computing cellular sheaf cohomology
Variational theory and computations in stochastic plasticity
Regularity of intersection local times of fractional Brownian motions
The inflationary origin of the cold spot anomaly
Validity of the expected Euler characteristic heuristic
A note on the higher moments of the Euler characteristic of the excursion sets of random fields
Fractal time series -- A tutorial review
Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
An angle-based multivariate functional pseudo-depth for shape outlier detection
A model of the term structure of interest rates based on Lévy fields
Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
Properties of local-nondeterminism of Gaussian and stable random fields and their applications
Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
Fractal and smoothness properties of space-time Gaussian models
Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
GMM estimation with cross sectional dependence
Fractional Generalized Random Fields of Variable Order
Construction of convergent simplicial approximations of quantum fields on Riemannian manifolds
Complexity of random energy landscapes, glass transition, and absolute value of the spectral determinant of random matrices
Sparse high order FEM for elliptic sPDEs
Hilbert space methods for reduced-rank Gaussian process regression
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming
On some estimates based on sample behavior near high level excursions
Estimating deformations of stationary processes
Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
A \(J\)-function for inhomogeneous spatio-temporal point processes
Estimators of fractal dimension: assessing the roughness of time series and spatial data
Hadwiger's theorem for definable functions
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times
Poly-Sinc solution of stochastic elliptic differential equations
Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
High-resolution asymptotics for the angular bispectrum of spherical random fields
Fractional random fields associated with stochastic fractional heat equations
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
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

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