Strong local nondeterminism of spherical fractional Brownian motion

DOI10.1016/j.spl.2017.11.007zbMath1392.60034arXiv1707.05021OpenAlexW2964247263MaRDI QIDQ1650292

Yimin Xiao, Xiaohong Lan

Publication date: 3 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.05021

zbMATH Keywords

Karhunen-Loève expansionstrong local nondeterminismangular power spectrumspherical fractional Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Related Items

Gaussian random fields on the sphere and sphere cross line ⋮ Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Vector random fields on the probability simplex with metric-dependent covariance matrix functions ⋮ Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres ⋮ Stable processes with stationary increments parameterized by metric spaces

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