Self-intersections and local nondeterminism of Gaussian processes
DOI10.1214/AOP/1176990539zbMATH Open0728.60037OpenAlexW1984005311MaRDI QIDQ805057FDOQ805057
Authors: Simeon M. Berman 
Publication date: 1991
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990539
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Gaussian processHausdorff dimensionspectral distributionrandom Fourier seriesstationary incrementslocal nondeterminismsymmetric stable random variables
Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)
Cited In (18)
- Local times of self-intersection
- Title not available (Why is that?)
- CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
- Remarks on the intersection local time of fractional Brownian motions
- Smoothness for the collision local times of bifractional Brownian motions
- The existence and smoothness of self-intersection local time for a class of Gaussian processes
- Correction to: Local nondeterminism and the zeros of Gaussian processes
- Spectral conditions for local nondeterminism
- Title not available (Why is that?)
- The self-intersections of a Gaussian random field
- Self-intersections of random fields
- A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
- On the collision local time of sub-fractional Brownian motions
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Title not available (Why is that?)
- ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
- Generalized Pickands constants
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