Reference : Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
E-prints/Working papers : First made available on ORBilu
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 mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Loosveldt, Laurent mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
2022
53
No
[en] Wiener chaos, ; Rosenblatt process, ; Wavelet series, ; Random Series, ; slow/ordinary/rapid points, ; modulus of continuity
[en] We prove that we can 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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