Found 152 Documents (Results 1–100)
High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence. arXiv:2402.09003
Preprint, arXiv:2402.09003 [math.PR] (2024).
Manifold functional multiple regression model with LRD error term. arXiv:2402.08569
Preprint, arXiv:2402.08569 [math.ST] (2024).
One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields. arXiv:2401.09909
Preprint, arXiv:2401.09909 [math.PR] (2024).
Linear parametric model checks for functional time series. arXiv:2303.09644
Preprint, arXiv:2303.09644 [math.ST] (2023).
Local scaling limits of Lévy driven fractional random fields. (English) Zbl 1511.60076
Reviewer: Utkir A. Rozikov (Tashkent)
Macroscale structural complexity analysis of subordinated spatiotemporal random fields. arXiv:2212.12209
Preprint, arXiv:2212.12209 [math.ST] (2022).
On stationarity properties of generalized Hermite-type processes. (English) Zbl 1500.60026
Reviewer: Utkir A. Rozikov (Tashkent)
Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis. (English) Zbl 1469.60167
Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 683-710 (2021).
Wavelet series representation and geometric properties of harmonizable fractional stable sheets. (English) Zbl 1490.60126
On Gaussian self-similar random fields on a 2-adic plane. (English. Russian original) Zbl 1448.60088
Russ. Math. 64, No. 5, 83-87 (2020); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 5, 94-99 (2020).
On asymptotics of functionals of random fields with long-range dependence. (Abstract of thesis). (English) Zbl 1444.60041
On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments. (English) Zbl 1466.60103
Local times and Hausdorff dimensions of inverse images of Gaussian vector fields with space-anisotropy. (Chinese. English summary) Zbl 1499.60267
Sample paths properties of the set-indexed fractional Brownian motion. (English) Zbl 1458.60046
Aldroubi, Akram (ed.) et al., New trends in applied harmonic analysis. Volume 2. Harmonic analysis, geometric measure theory, and applications. Collected papers based on courses given at the 2017 CIMPA school, Buenos Aires, Argentina, July 31 – August 11, 2017. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 293-316 (2019).
On the carrying dimension of occupation measures for self-affine random fields. (English) Zbl 1447.60068
Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments. (English) Zbl 1464.60052
Reviewer: Monique Pontier (Toulouse)
Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\). (English) Zbl 1478.60157
Lamperti-type theorems for random fields. (English) Zbl 1442.60058
Theory Probab. Appl. 63, No. 3, 426-446 (2019) and Teor. Veroyatn. Primen. 63, No. 3, 520-544 (2018).
Spectral analysis of long range dependence functional time series. arXiv:1912.07086
Preprint, arXiv:1912.07086 [math.ST] (2019).
Spin systems from loop soups. (English) Zbl 1400.82107
The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields. (English) Zbl 1380.60052
Stable non-Gaussian self-similar processes with stationary increments. (English) Zbl 1499.60002
SpringerBriefs in Probability and Mathematical Statistics. Cham: Springer (ISBN 978-3-319-62330-6/pbk; 978-3-319-62331-3/ebook). xiii, 135 p. (2017).
Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times. (English) Zbl 1329.60133
Stationary and multi-self-similar random fields with stochastic volatility. (English) Zbl 1337.60104
Asymptotic properties of integral functionals of fractional Brownian fields. (English. Ukrainian original) Zbl 1333.60076
Theory Probab. Math. Stat. 91, 105-114 (2015); translation from Teor. Jmovirn. Mat. Stat. 91, 97-106 (2014).
Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments. (English) Zbl 1334.60215
Reviewer: Vygantas Paulauskas (Vilnius)
Multifractional vector Brownian motions, their decompositions, and generalizations. (English) Zbl 1317.60041
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. (English) Zbl 1316.60077
A generalisation of the fractional Brownian field based on non-Euclidean norms. (English) Zbl 1319.60109
Strong limit theorems for anisotropic self-similar fields. (English) Zbl 1314.60102
Reviewer: Anatoliy Swishchuk (Calgary)
A central limit result in the wavelet domain for minimum contrast estimation of fractal random fields. (English. Russian original) Zbl 1320.60077
Theory Probab. Appl. 58, No. 3, 458-486 (2014); translation from Teor. Veroyatn. Primen. 58, No. 3, 550-583 (2013).
Reviewer: Nikolai N. Leonenko (Cardiff)
Invariance principles for self-similar set-indexed random fields. (English) Zbl 1330.60055
Reviewer: Jurgita Markeviciute (Vilnius)
Random-time isotropic fractional stable fields. (English) Zbl 1307.60039
Reviewer: Peter Parczewski (Mannheim)
Multiple Wiener-Itô integrals. With applications to limit theorems. 2nd ed. (English) Zbl 1301.60004
Lecture Notes in Mathematics 849. Berlin: Springer (ISBN 978-3-319-02641-1/pbk; 978-3-319-02642-8/ebook). xiii, 126 p. (2014).
Reviewer: Jacques Franchi (Strasbourg)
An optimality result about sample path properties of operator scaling Gaussian random fields. (English) Zbl 1389.60053
Multifractional Brownian fields indexed by metric spaces with distances of negative type. (English) Zbl 1296.60094
General fragmentation trees. (English) Zbl 1297.60023
Reviewer: Nikolai N. Leonenko (Cardiff)
A class of fractional Brownian fields from branching systems and their regularity properties. (English) Zbl 1281.60038
Reviewer: Nikolai N. Leonenko (Cardiff)
Student’s \(t\) vector random fields with power-law and log-law decaying direct and cross covariances. (English) Zbl 1279.60063
Reviewer: Nikolai N. Leonenko (Cardiff)
Fractional fields and applications. (English) Zbl 1279.60006
Mathématiques & Applications (Berlin) 73. Berlin: Springer (ISBN 978-3-642-36738-0/pbk; 978-3-642-36739-7/ebook). xii, 270 p. (2013).
Reviewer: Hilmar Mai (Berlin)
A strong optimality result for anisotropic self–similar textures. arXiv:1302.0819
Preprint, arXiv:1302.0819 [math.PR] (2013).
Sample paths properties of Gaussian fields with equivalent spectral densities. arXiv:1302.0809
Preprint, arXiv:1302.0809 [math.PR] (2013).
Manifold indexed fractional fields. (English) Zbl 1275.60041
Reviewer: Stavros Vakeroudis (Paris)
Properties of strong local nondeterminism and local times of stable random fields. (English) Zbl 1261.60048
Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 279-308 (2011).
Reviewer: Peter Kern (Düsseldorf)
Multi-operator scaling random fields. (English) Zbl 1231.60044
Reviewer: Alexander Schnurr (Dortmund)
Gaussian fields satisfying simultaneous operator scaling relations. (English) Zbl 1227.60067
Barral, Julien (ed.) et al., Recent developments in fractals and related fields. Based on the international conference on fractals and related fields, Monastir, Tunisia, September 2007 held in honor of Jacques Peyrière. Boston, MA: Birkhäuser (ISBN 978-0-8176-4887-9/hbk; 978-0-8176-4888-6/ebook). Applied and Numerical Harmonic Analysis, 327-342 (2010).
Reviewer: Zakhar Kabluchko (Ulm)
Fractional Brownian vector fields. (English) Zbl 1225.60065
Reviewer: Zakhar Kabluchko (Ulm)
Hausdorff and packing dimensions of the images of random fields. (English) Zbl 1227.60049
Reviewer: Rudolf Gorenflo (Berlin)
Self-similar random fields and rescaled random balls models. (English) Zbl 1213.60096
Reviewer: Wolfgang Freudenberg (Cottbus)
Thick points of the Gaussian free field. (English) Zbl 1201.60047
Reviewer: Marius Iosifescu (Bucureşti)
Scaling limits for time-fractional diffusion-wave systems with random initial data. (English) Zbl 1247.60070
Reviewer: Nikolai N. Leonenko (Cardiff)
Locally self-similar fields. (English) Zbl 1227.60047
Abry, Patrice (ed.) et al., Scaling, fractals and wavelets. London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-84821-072-1/hbk; 978-0-470-61156-2/ebook). Digital Signal and Image Processing Series, 205-236 (2009).
Reviewer: Rudolf Gorenflo (Berlin)
Uniform dimension results for Gaussian random fields. (English) Zbl 1205.60078
Reviewer: Bo Markussen (Kopenhagen)
Stratonovich calculus with respect to fractional Brownian sheet. (English) Zbl 1192.60080
Reviewer: Jean Picard (Aubière)
Identification and series decomposition of anisotropic Gaussian fields. (English) Zbl 1181.60056
Begehr, H. G. W. (ed.) et al., More progresses in analysis. Proceedings of the 5th international ISAAC congress, Catania, Italy, July 25–30, 2005. Hackensack, NJ: World Scientific (ISBN 978-981-283-562-8/hbk). 441-450 (2009).
Stochastic integrals and evolution equations with Gaussian random fields. (English) Zbl 1184.60014
Reviewer: Maria Stolarczyk (Katowice)
Hölder regularity for operator scaling stable random fields. (English) Zbl 1183.60016
Reviewer: Nijole Kalinauskaitė (Vilnius)
Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets. (English) Zbl 1158.60017
A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\). (English) Zbl 1293.60060
Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion. (English) Zbl 1140.60028
Reviewer: Andrew Olenko (Victoria)
Modeling occlusion and scaling in natural images. (English) Zbl 1143.62057
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
Scaling limits for random fields with long-range dependence. (English) Zbl 1134.60027
Reviewer: Nikolai N. Leonenko (Cardiff)
Automodel fields on the plane; definition and some properties. (Ukrainian. English summary) Zbl 1164.62390
MSC:
62M40
Long memory random fields. (English) Zbl 1113.60053
Bertail, Patrice (ed.) et al., Dependence in probability and statistics. New York, NY: Springer (ISBN 0-387-31741-4/pbk). Lecture Notes in Statistics 187, 195-220 (2006).
Reviewer: Nikolai N. Leonenko (Cardiff)
A corrected and generalized successive random additions algorithm for simulating fractional Lévy motions. (English) Zbl 1133.60318
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