Available on ORBilu since
11 March 2022
Article (Scientific journals)
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Daw, Lara; Loosveldt, Laurent
2022In Electronic Journal of Probability, 27, p. 1-45
Peer Reviewed verified by ORBi
 

Files


Full Text
22-EJP878.pdf
Publisher postprint (626.55 kB)

All documents in ORBilu are protected by a user license.

Send to



Details



Keywords :
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.
Disciplines :
Mathematics
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)
External co-authors :
no
Language :
English
Title :
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Publication date :
November 2022
Journal title :
Electronic Journal of Probability
ISSN :
1083-6489
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
27
Pages :
1-45
Peer reviewed :
Peer Reviewed verified by ORBi
FnR Project :
FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018
Funders :
FNR - Fonds National de la Recherche

Statistics


Number of views
137 (38 by Unilu)
Number of downloads
39 (5 by Unilu)

Scopus citations®
 
1
Scopus citations®
without self-citations
0

Bibliography


Similar publications



Contact ORBilu