On the large and small increments of Gaussian random fields (Q2731054)
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scientific article; zbMATH DE number 1625493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the large and small increments of Gaussian random fields |
scientific article; zbMATH DE number 1625493 |
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29 July 2001
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Wiener process
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Gaussian process
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fractional Lévy Brownian motion
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On the large and small increments of Gaussian random fields (English)
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The authors establish limit theorems on the large and small increments of a two-parameter Gaussian random process on rectangles in the Euclidean plane, whose increments are, specially, composed of mixed types that one side of the rectangle increases to infinity and the other side decreases to zero as time passes by infinity. Thus, as time goes to infinity, each increment brings to both large and small increment for one-parameter Gaussian random process, respectively.
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