Spectral Analysis for Some Multifractional Gaussian Processes
暂无分享,去创建一个
[1] The Asymptotic Behavior of Singular Numbers of Compact Pseudodifferential Operators with Symbol Nonsmooth in Spatial Variables , 2019, Functional Analysis and Its Applications.
[2] Serge Cohen,et al. From Self-Similarity to Local Self-Similarity: the Estimation Problem , 1999 .
[3] A. I. Nazarov,et al. Exact L2-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems , 2004 .
[4] Jacques Istas,et al. Identifying the multifractional function of a Gaussian process , 1998 .
[5] A. Nazarov. Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes , 2019, Communications in Contemporary Mathematics.
[6] P. Chigansky,et al. Exact asymptotics in eigenproblems for fractional Brownian covariance operators , 2016, Stochastic Processes and their Applications.
[7] R. Peltier,et al. Multifractional Brownian Motion : Definition and Preliminary Results , 1995 .
[8] J. Ryvkina. Fractional Brownian Motion with Variable Hurst Parameter: Definition and Properties , 2013, 1306.2870.
[9] Gary M. Lieberman,et al. Regularized distance and its applications. , 1985 .
[10] M. Birman,et al. ESTIMATES OF SINGULAR NUMBERS OF INTEGRAL OPERATORS , 1977 .
[11] M. Lifshits. Lectures on Gaussian Processes , 2012 .
[13] Alexander I. Nazarov,et al. Small ball probabilities for Gaussian random fields and tensor products of compact operators , 2008 .
[14] The Singular Values of Compact Pseudodifferential Operators with Spatially Nonsmooth Symbols , 2020 .
[15] A. Nazarov. Exact L2-Small Ball Asymptotics of Gaussian Processes and the Spectrum of Boundary-Value Problems , 2009 .
[16] M. Solomjak,et al. Spectral Theory of Self-Adjoint Operators in Hilbert Space , 1987 .
[17] M. Solomjak,et al. Quantitative analysis in Sobolev imbedding theorems and applications to spectral theory , 1980 .
[18] R. Dobrushin,et al. ESTIMATES OF SINGULAR NUMBERS OF INTEGRAL OPERATORS , 2017 .
[19] M. Birman,et al. On the negative discrete spectrum of a preiodic elliptic operator in a waveguide-type domain, perturbed by a decaying potential , 2001 .
[20] Jared C. Bronski,et al. Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions , 2003 .
[21] A. Nazarov,et al. On Small Deviation Asymptotics In L2 of Some Mixed Gaussian Processes , 2018 .
[22] A. Nazarov. Log-level comparison principle for small ball probabilities , 2008, 0805.1773.
[23] Thomas Mikosch,et al. Regularly varying functions , 2006 .
[24] M. Solomjak,et al. ASYMPTOTIC BEHAVIOR OF THE SPECTRUM OF WEAKLY POLAR INTEGRAL OPERATORS , 1970 .
[25] Jean-François Coeurjolly,et al. Identification of multifractional Brownian motion , 2005 .
[26] A. Nazarov,et al. Logarithmic L2-small ball asymptotics for some fractional Gaussian processes , 2005 .
[27] H. Triebel. Interpolation Theory, Function Spaces, Differential Operators , 1978 .
[28] K. Ralchenko,et al. Path properties of multifractal Brownian motion , 2010 .
[29] Jacques Lévy Véhel,et al. The covariance structure of multifractional Brownian motion, with application to long range dependence , 2000, 2000 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.00CH37100).