Uniform Modulus of Continuity of Random Fields

نویسنده

  • Yimin Xiao
چکیده

A sufficient condition for the uniform modulus of continuity of a random field X = {X(t), t ∈ RN} is provided. The result is applicable to random fields with heavy-tailed distribution such as stable random fields. Running head: Uniform Modulus of Continuity of Random Fields 2000 AMS Classification numbers: 60G60, 60G52, 60G17, 60G18.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Linear Fractional Stable Sheets : Wavelet Expansion and Sample Path Properties

In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in [3]. By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the ...

متن کامل

ar X iv : 0 80 6 . 17 25 v 1 [ m at h . ST ] 1 0 Ju n 20 08 LINEAR FRACTIONAL STABLE SHEETS : WAVELET EXPANSION AND SAMPLE PATH PROPERTIES

In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in [2]. By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the ...

متن کامل

Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation

A sharp regularity theory is established for homogeneous Gaussian fields on the unit circle. Two types of characterizations for such a field to have a given almost-sure uniform modulus of continuity are established in a general setting. The first characterization relates the modulus to the field’s canonical metric; the full force of Fernique’s zero-one laws and Talagrand’s theory of majorizing ...

متن کامل

Supremum Concentration Inequality and Modulus of Continuity for Sub-nth Chaos Processes

This article provides a detailed analysis of the behavior of suprema and moduli of continuity for a large class of random fields which generalize Gaussian processes, sub-Gaussian processes, and random fields that are in the nth chaos of a Wiener process. An upper bound of Dudley type on the tail of the random field’s supremum is derived using a generic chaining argument; it implies similar resu...

متن کامل

Multi-operator Scaling Random Fields

In this paper, we define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. Actually, they locally look like operator scaling random fields whose order is allowed to vary alo...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009