Reference : Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fract... |
Scientific journals : Article | |||
Physical, chemical, mathematical & earth Sciences : Mathematics | |||
http://hdl.handle.net/10993/53159 | |||
Slow, ordinary and rapid points for Gaussian Wavelets Series and application to Fractional Brownian Motions | |
English | |
Esser, Céline ![]() | |
Loosveldt, Laurent ![]() | |
Nov-2022 | |
ALEA: Latin American Journal of Probability and Mathematical Statistics | |
Instituto Nacional de Matematica Pura e Aplicada | |
19 | |
1471-1495 | |
Yes | |
International | |
1980-0436 | |
Rio de Janeiro | |
Brazil | |
[en] Random Wavelets Series, ; Fractional Brownian motion ; modulus of continuity ; slow/ordinary/rapid points | |
[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. | |
Researchers | |
http://hdl.handle.net/10993/53159 | |
10.30757/ALEA.v19-59 | |
FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018 |
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