We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.
We define a class of -actions, d ≥ 2, called product -actions. For every such action we find a connection between its spectrum and the spectra of automorphisms generating this action. We prove that for any subset A of the positive integers such that 1 ∈ A there exists a weakly mixing -action, d≥2, having A as the set of essential values of its multiplicity function. We also apply this class to construct an ergodic -action with Lebesgue component of multiplicity , where k is an arbitrary positive...
The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The...
We study the factors of Gaussian dynamical systems which are generated by functions depending only on a finite number of coordinates. As an application, we show that for Gaussian automorphisms with simple spectrum, the partition is generating.
In this paper, we extend the results of Orey and Taylor [S. Orey and S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail? Proc. London Math. Soc.28 (1974) 174–192] relative to random fractals generated by oscillations of Wiener processes to a multivariate framework. We consider a setup where Gaussian processes are indexed by classes of functions.
In this paper, we extend the results of Orey and Taylor [S. Orey and S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail? Proc. London Math. Soc. 28 (1974) 174–192] relative to random fractals generated by oscillations of Wiener processes to a multivariate framework. We consider a setup where Gaussian processes are indexed by classes of functions.
Dynamical hysteresis is a phenomenon which arises in ferromagnetic systems below the critical temperature as a response to adiabatic variations of the external magnetic field. We study the problem in the context of the mean-field Ising model with Glauber dynamics, proving that for frequencies of the magnetic field oscillations of order , the size of the system, the “critical” hysteresis loop becomes random.
In this paper we prove that a Gaussian white noise on the d-dimensional torus has paths in the Besov spaces with p ∈ [1,∞). This result is shown to be optimal in several ways. We also show that Gaussian white noise on the d-dimensional torus has paths in the Fourier-Besov space . This is shown to be optimal as well.