Reference : Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process |
Scientific journals : Article | |||
Physical, chemical, mathematical & earth Sciences : Mathematics | |||
http://hdl.handle.net/10993/50566 | |||
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process | |
English | |
Daw, Lara ![]() | |
Loosveldt, Laurent ![]() | |
Nov-2022 | |
Electronic Journal of Probability | |
Institute of Mathematical Statistics | |
27 | |
1-45 | |
Yes | |
International | |
1083-6489 | |
Beachwood | |
United States - Ohio | |
[en] Wiener chaos, ; Rosenblatt process, ; Wavelet series, ; Random Series, ; slow/ordinary/rapid points, ; modulus of continuity | |
[en] We identify three types of pointwise behaviour in the regularity of the (generalized)
Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion. On this purpose, fine bounds on the increments of the Rosenblatt process are needed. Our analysis is essentially based on various wavelet methods. | |
Fonds National de la Recherche - FnR | |
Researchers | |
http://hdl.handle.net/10993/50566 | |
FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018 |
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