Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions

Reference : Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fract...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/53159

Title :	Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions
Language :	English
Author, co-author :	Esser, Céline [Université de Liège - ULg > UR Mathematics]
	Loosveldt, Laurent [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Publication date :	Nov-2022
Journal title :	ALEA: Latin American Journal of Probability and Mathematical Statistics
Publisher :	Instituto Nacional de Matematica Pura e Aplicada
Volume :	19
Pages :	1471-1495
Peer reviewed :	Yes
Audience :	International
e-ISSN :	1980-0436
City :	Rio de Janeiro
Country :	Brazil
Keywords :	[en] Random Wavelets Series, ; Fractional Brownian motion ; modulus of continuity ; slow/ordinary/rapid points
Abstract :	[en] We study the Hölderian regularity of Gaussian wavelets series and show that they display, almost surely, three types of points: slow, ordinary and rapid. In particular, this fact holds for the Fractional Brownian Motion. Finally, we remark that the existence of slow points is specific to these functions.
Target :	Researchers
Permalink :	http://hdl.handle.net/10993/53159
DOI :	10.30757/ALEA.v19-59
FnR project :	FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018

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