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 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) >]
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

File(s) associated to this reference

Fulltext file(s):

FileCommentaryVersionSizeAccess
Open access
22-EJP878.pdfPublisher postprint611.87 kBView/Open

Bookmark and Share SFX Query

All documents in ORBilu are protected by a user license.