Displaying similar documents to “Wavelet analysis of the multivariate fractional brownian motion”

Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method

Pierre Raphaël Bertrand, Mehdi Fhima, Arnaud Guillin (2013)

ESAIM: Probability and Statistics

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We investigate here the central limit theorem of the increment ratio statistic of a multifractional Brownian motion, leading to a CLT for the time varying Hurst index. The proofs are quite simple relying on Breuer–Major theorems and an original strategy. A simulation study shows the goodness of fit of this estimator.

Lacunary Fractional brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

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In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.

Lacunary Fractional Brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

Similarity:

In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.

s∗-compressibility of the discrete Hartree-Fock equation

Heinz-Jürgen Flad, Reinhold Schneider (2012)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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The Hartree-Fock equation is widely accepted as the basic model of electronic structure calculation which serves as a canonical starting point for more sophisticated many-particle models. We have studied the -for Galerkin discretizations of the Hartree-Fock equation in wavelet bases. Our focus is on the compression of Galerkin matrices from nuclear Coulomb potentials and nonlinear terms in the Fock operator which hitherto has not been discussed in the literature. It can...

-compressibility of the discrete Hartree-Fock equation

Heinz-Jürgen Flad, Reinhold Schneider (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

The Hartree-Fock equation is widely accepted as the basic model of electronic structure calculation which serves as a canonical starting point for more sophisticated many-particle models. We have studied the -for Galerkin discretizations of the Hartree-Fock equation in wavelet bases. Our focus is on the compression of Galerkin matrices from nuclear Coulomb potentials and nonlinear terms in the Fock operator which hitherto has not been discussed in the literature. It can...

Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model

Jean-Michel Loubes, Davy Paindaveine (2011)

ESAIM: Probability and Statistics

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We consider a lacunar wavelet series function observed with an additive Brownian motion. Such functions are statistically characterized by two parameters. The first parameter governs the lacunarity of the wavelet coefficients while the second one governs its intensity. In this paper, we establish the local and asymptotic normality (LAN) of the model, with respect to this couple of parameters. This enables to prove the optimality of an estimator for the lacunarity parameter, and to build...

From almost sure local regularity to almost sure Hausdorff dimension for gaussian fields

Erick Herbin, Benjamin Arras, Geoffroy Barruel (2014)

ESAIM: Probability and Statistics

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Fine regularity of stochastic processes is usually measured in a local way by local Hölder exponents and in a global way by fractal dimensions. In the case of multiparameter Gaussian random fields, Adler proved that these two concepts are connected under the assumption of increment stationarity property. The aim of this paper is to consider the case of Gaussian fields without any stationarity condition. More precisely, we prove that almost surely the Hausdorff dimensions of the range...

Lp-theory for the stochastic heat equation with infinite-dimensional fractional noise

Raluca M. Balan (2011)

ESAIM: Probability and Statistics

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In this article, we consider the stochastic heat equation d u = ( Δ u + f ( t , x ) ) d t + ∑ k = 1 ∞ g k ( t , x ) δ β t k , t ∈ [ 0 , T ] , with random coefficients and , driven by a sequence () of i.i.d. fractional Brownian motions of index . Using the Malliavin calculus techniques and a -th moment maximal inequality for the infinite sum of Skorohod integrals with respect to (), we prove that the equation has a unique solution (in a Banach space of summability exponent ≥ 2), and this solution is Hölder continuous in both time and space.

The unscaled paths of branching brownian motion

Simon C. Harris, Matthew I. Roberts (2012)

Annales de l'I.H.P. Probabilités et statistiques

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For a set ⊂ [0, ∞), we give new results on the growth of the number of particles in a branching Brownian motion whose paths fall within . We show that it is possible to work without rescaling the paths. We give large deviations probabilities as well as a more sophisticated proof of a result on growth in the number of particles along certain sets of paths. Our results reveal that the number of particles can oscillate dramatically. We also obtain new results on the number of particles...