Enveloppes convexes des processus gaussiens

Youri Davydov

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 6, page 847-861
  • ISSN: 0246-0203

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Davydov, Youri. "Enveloppes convexes des processus gaussiens." Annales de l'I.H.P. Probabilités et statistiques 38.6 (2002): 847-861. <http://eudml.org/doc/77744>.

@article{Davydov2002,
author = {Davydov, Youri},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Gaussian process; convex hull; Cantor set},
language = {fre},
number = {6},
pages = {847-861},
publisher = {Elsevier},
title = {Enveloppes convexes des processus gaussiens},
url = {http://eudml.org/doc/77744},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Davydov, Youri
TI - Enveloppes convexes des processus gaussiens
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 6
SP - 847
EP - 861
LA - fre
KW - Gaussian process; convex hull; Cantor set
UR - http://eudml.org/doc/77744
ER -

References

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  5. [5] Yu. Davydov, V. Paulauskas, A. Račkauskas, More on p-stable convex random sets in Banach spaces, J. Theoret. Probab.13 (1) (2000) 39-64. Zbl0970.60023MR1744993
  6. [6] Yu. Davydov, A. Vershik, Réarrangements convexes des marches aléatoires, Ann. I. H. P.34 (1) (1998) 73-95. Zbl0903.60006MR1617717
  7. [7] I. Gikhman, A. Skorohod, Introduction to the Theory of Random Processes, Saunders, Philadelphia, 1969. MR247660
  8. [8] P. Groenboom, The concave majorant of Brownian motion, Ann. Probab.11 (4) (1983) 1016-1027. Zbl0523.60079MR714964
  9. [9] M.A. Lifshits, Gaussian Random Functions, Kluwer, Dordrecht, 1995. Zbl0832.60002MR1472736
  10. [10] J.W. Pitman, Remarks on the convex minorant of Brownian Motion, in: Cinlar E., Chung K.L., Getoor R.K. (Eds.), Seminar on Stochastic Processes, Birkhauser, Basel, 1982, pp. 219-227. Zbl0528.60033MR733673
  11. [11] R. Ryan, The statistics of Burgers turbulence initialized with fractional Brownian noise data, Comm. Math. Phys.191 (1998) 71-86. Zbl0897.60075MR1603754
  12. [12] R. Ryan, M. Avellanede, The one-point statistics of viscous Burgers turbulence initialized with Gaussian data, Comm. Math. Phys.200 (1999) 1-23. Zbl0920.35139MR1671896
  13. [13] Ya. Sinai, Statistics of shocks in solutions of inviscid Burgers equation, Comm. Math. Phys.148 (1992) 6-621. Zbl0755.60105MR1181071
  14. [14] D. Slepian, The one-sided barier problem for Gaussian noise, Bell. Syst. Tech. J.41 (2) (1962) 463-501. MR133183

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