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Elliptic gaussian random processes.

Albert Benassi, Stéphane Jaffard, Daniel Roux (1997)

Revista Matemática Iberoamericana

We study the Gaussian random fields indexed by Rd whose covariance is defined in all generality as the parametrix of an elliptic pseudo-differential operator with minimal regularity assumption on the symbol. We construct new wavelet bases adapted to these operators; the decomposition of the field in this corresponding basis yields its iterated logarithm law and its uniform modulus of continuity. We also characterize the local scalings of the fields in terms of the properties of the principal symbol...

Ergodic behaviour of “signed voter models”

G. Maillard, T. S. Mountford (2013)

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

We answer some questions raised by Gantert, Löwe and Steif (Ann. Inst. Henri Poincaré Probab. Stat.41(2005) 767–780) concerning “signed” voter models on locally finite graphs. These are voter model like processes with the difference that the edges are considered to be either positive or negative. If an edge between a site x and a site y is negative (respectively positive) the site y will contribute towards the flip rate of x if and only if the two current spin values are equal (respectively opposed)....

Estimation of anisotropic gaussian fields through Radon transform

Hermine Biermé, Frédéric Richard (2008)

ESAIM: Probability and Statistics

We estimate the anisotropic index of an anisotropic fractional brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification that relies on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional brownian field and prove that these processes admit...

Estimation of anisotropic Gaussian fields through Radon transform

Hermine Biermé, Frédéric Richard (2007)

ESAIM: Probability and Statistics

We estimate the anisotropic index of an anisotropic fractional Brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification that relies on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional Brownian field and prove that these processes...

Estimation of the spectral density of a homogeneous random stable discrete time field.

Nicolay N. Demesh, Sergey L. Chekhmenok (2005)

SORT

In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discrete- time random fields having finite second-order moments. In this paper, we show that 2π-periodic spectral windows can also be used to construct estimates of the spectral density of a homogeneous symmetric α-stable discrete-time random field. These fields do not have second-order moments if 0 < α < 2. We construct an estimate of the spectrum, calculate the asymptotic mean and variance,...

Exponential inequalities and functional central limit theorems for random fields

Jérôme Dedecker (2001)

ESAIM: Probability and Statistics

We establish new exponential inequalities for partial sums of random fields. Next, using classical chaining arguments, we give sufficient conditions for partial sum processes indexed by large classes of sets to converge to a set-indexed brownian motion. For stationary fields of bounded random variables, the condition is expressed in terms of a series of conditional expectations. For non-uniform φ -mixing random fields, we require both finite fourth moments and an algebraic decay of the mixing coefficients....

Exponential inequalities and functional central limit theorems for random fields

Jérôme Dedecker (2010)

ESAIM: Probability and Statistics

We establish new exponential inequalities for partial sums of random fields. Next, using classical chaining arguments, we give sufficient conditions for partial sum processes indexed by large classes of sets to converge to a set-indexed Brownian motion. For stationary fields of bounded random variables, the condition is expressed in terms of a series of conditional expectations. For non-uniform ϕ-mixing random fields, we require both finite fourth moments and an algebraic decay of the mixing coefficients. ...

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