Spectral analysis for some multifractional Gaussian processes
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Publication:825091
DOI10.1134/S1061920821040075zbMath1483.60061arXiv2009.12272OpenAlexW3089263153MaRDI QIDQ825091
A. I. Karol, Alexander I. Nazarov
Publication date: 17 December 2021
Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.12272
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Asymptotic distributions of eigenvalues in context of PDEs (35P20)
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Cites Work
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