Wiener chaos,; Rosenblatt process,; Wavelet series,; Random Series,; slow/ordinary/rapid points,; modulus of continuity
Résumé :
[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.
Disciplines :
Mathématiques
Auteur, co-auteur :
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)
Co-auteurs externes :
no
Langue du document :
Anglais
Titre :
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Date de publication/diffusion :
novembre 2022
Titre du périodique :
Electronic Journal of Probability
eISSN :
1083-6489
Maison d'édition :
Institute of Mathematical Statistics, Beachwood, Etats-Unis - Ohio
Volume/Tome :
27
Pagination :
1-45
Peer reviewed :
Peer reviewed vérifié par ORBi
Projet FnR :
FNR12582675 - Approximation Of Gaussian Functionals, 2018 (01/09/2019-31/08/2022) - Ivan Nourdin
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