Self-intersections and local nondeterminism of Gaussian processes

DOI10.1214/aop/1176990539zbMath0728.60037OpenAlexW1984005311MaRDI QIDQ805057

Simeon M. Berman

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990539

zbMATH Keywords

Gaussian processHausdorff dimensionspectral distributionrandom Fourier seriesstationary incrementslocal nondeterminismsymmetric stable random variables

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (9)

CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS ⋮ Generalized Pickands constants ⋮ Local times of self-intersection ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Remarks on the intersection local time of fractional Brownian motions ⋮ On the collision local time of sub-fractional Brownian motions ⋮ ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS ⋮ Smoothness for the collision local times of bifractional Brownian motions ⋮ An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.

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