Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY Theory of Probability and its Applications Pub Date : 2023-05-01 DOI:10.1137/s0040585x97t991301
T. Lu, C. Ma, F. Wang
{"title":"Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres","authors":"T. Lu, C. Ma, F. Wang","doi":"10.1137/s0040585x97t991301","DOIUrl":null,"url":null,"abstract":"This paper provides series expansions for fractional Brownian motions on the unit ball and the unit sphere by means of ultraspherical polynomials and spherical harmonics. It establishes the property of strong local nondeterminism of isotropic Gaussian random fields on the unit sphere and that of fractional and bifractional Brownian motions on the unit ball and the unit sphere.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.5000,"publicationDate":"2023-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and its Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/s0040585x97t991301","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1

Abstract

This paper provides series expansions for fractional Brownian motions on the unit ball and the unit sphere by means of ultraspherical polynomials and spherical harmonics. It establishes the property of strong local nondeterminism of isotropic Gaussian random fields on the unit sphere and that of fractional and bifractional Brownian motions on the unit ball and the unit sphere.
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
球和球上分数布朗运动的级数展开式和双分数布朗运动的强局部不确定性
利用超球多项式和球谐波,给出了单位球和单位球上分数布朗运动的级数展开式。建立了单位球上各向同性高斯随机场的强局部不确定性,以及单位球和单位球上分数阶和双分数阶布朗运动的强局部不确定性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 去求助
来源期刊
Theory of Probability and its Applications
Theory of Probability and its Applications 数学-统计学与概率论
CiteScore
1.00
自引率
16.70%
发文量
54
审稿时长
6 months
期刊介绍: Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.
期刊最新文献
Poisson Process with Linear Drift and Related Function Series In Memory of A. M. Vershik (12.28.1933--02.14.2024) Two-sided Estimates for the Sum of Probabilities of Errors in the Multiple Hypothesis Testing Problem with Finite Number of Hypotheses on a Nonhomogeneous Sample On an Example of Expectation Evaluation High Excursion Probabilities for Gaussian Fields on Smooth Manifolds
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1