Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process

Reference : Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/50566

Title :	Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Language :	English
Author, co-author :	Daw, Lara [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Loosveldt, Laurent [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Publication date :	Nov-2022
Journal title :	Electronic Journal of Probability
Publisher :	Institute of Mathematical Statistics
Volume :	27
Pages :	1-45
Peer reviewed :	Yes
Audience :	International
e-ISSN :	1083-6489
City :	Beachwood
Country :	United States - Ohio
Keywords :	[en] Wiener chaos, ; Rosenblatt process, ; Wavelet series, ; Random Series, ; slow/ordinary/rapid points, ; modulus of continuity
Abstract :	[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.
Funders :	Fonds National de la Recherche - FnR
Target :	Researchers
Permalink :	http://hdl.handle.net/10993/50566
FnR project :	FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Open access	22-EJP878.pdf		Publisher postprint	611.87 kB	View/Open

All documents in ORBi^lu are protected by a user license.