Displaying similar documents to “A class of negatively fractal dimensional Gaussian random functions.”

Long memory and self-similar processes

Gennady Samorodnitsky (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

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This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-tailed cases.

Properties of local-nondeterminism of Gaussian and stable random fields and their applications

Yimin Xiao (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

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In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of ( N , d ) -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the...