Spectral analysis for some multifractional Gaussian processes

DOI10.1134/S1061920821040075zbMATH Open1483.60061arXiv2009.12272OpenAlexW3089263153MaRDI QIDQ825091FDOQ825091

Authors: A. I. Karol, A. I. Nazarov 

Publication date: 17 December 2021

Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: We study the small ball asymptotics problem in $L_2$ for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform careful analysis of the singular values asymptotics for associated integral operators.

Full work available at URL: https://arxiv.org/abs/2009.12272

Recommendations

• Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
• Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
• Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes
• Some singular sample path properties of a multiparameter fractional Brownian motion
• Mixed fractional Brownian motion: a spectral take

zbMATH Keywords

Hurst parametermultifractional Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Asymptotic distributions of eigenvalues in context of PDEs (35P20)

Cites Work

• Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
• Title not available (Why is that?)
• Regularly varying functions
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• On the negative discrete spectrum of a periodic elliptic operator in a waveguide-type domain, perturbed by a decaying potential.
• Lectures on Gaussian Processes
• Identifying the multifractional function of a Gaussian process
• Regularized distance and its applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
• Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
• Identification of multifractional Brownian motion
• Path properties of multifractal Brownian motion
• Title not available (Why is that?)
• Log-level comparison principle for small ball probabilities
• On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes
• The asymptotic behavior of singular numbers of compact pseudodifferential operators with symbol nonsmooth in spatial variables
• The singular values of compact pseudodifferential operators with spatially nonsmooth symbols
• Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes
• Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
• Fractional Brownian motion with variable Hurst parameter: definition and properties

Cited In (5)

• Title not available (Why is that?)
• Mixed fractional Brownian motion: a spectral take
• Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes

This page was built for publication: Spectral analysis for some multifractional Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q825091)