Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times

DOI10.1016/J.SPA.2015.08.001zbMATH Open1329.60133OpenAlexW1155533381MaRDI QIDQ898404FDOQ898404

Authors: Antoine Ayache, Y. Xiao 

Publication date: 8 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2015.08.001

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• Random-time isotropic fractional stable fields
• Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
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• A uniform law for convergence to the local times of linear fractional stable motions
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zbMATH Keywords

Hausdorff dimensionlocal times[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+condition&go=Go H��lder condition]local nondeterminismjoint continuityharmonizable fractional stable fields

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Self-similar stochastic processes (60G18)

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Cited In (10)

• Local times of linear multifractional stable sheets
• Local nondeterminism and joint continuity of the local times for operator-scaling stable random fields
• Joint continuity of the local times of linear fractional stable sheets
• Real harmonizable multifractional stable process and its local properties
• Properties of strong local nondeterminism and local times of stable random fields
• Wavelet series representation and geometric properties of harmonizable fractional stable sheets
• An optimal uniform modulus of continuity for harmonizable fractional stable motion
• Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes
• Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process
• Local properties of a multifractional stable field

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