Spectral conditions for local nondeterminism

DOI10.1016/0304-4149(87)90006-8zbMath0633.60055OpenAlexW1964356427MaRDI QIDQ1096248

Simeon M. Berman

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90006-8

zbMATH Keywords

random Fourier seriesstationary incrementslocal nondeterminismspectral distribution functionsymmetric stable distributionslocal time of Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Local time and additive functionals (60J55)

Related Items (7)

Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields ⋮ Properties of Gaussian local times ⋮ The exact Hausdorff measure of the zero set of fractional Brownian motion ⋮ Generalized Pickands constants ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ FRACTAL GEOMETRY OF LÉVY-BASED SPATIAL-TEMPORAL RANDOM FIELDS ⋮ On the favorite points of symmetric Lévy processes

Cites Work

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• Correction to: Local nondeterminism and the zeros of Gaussian processes
• Local times for stochastic processes which are subordinate to Gaussian processes
• Regularly varying functions in the theory of simple branching processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes

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