A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf
.
Properties of local-nondeterminism of Gaussian and stable random fields and their applications
2006
Annales de la Faculté des Sciences de Toulouse
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 Brownian sheet, fractional Brownian sheets and so on.
doi:10.5802/afst.1117
fatcat:kob67vmojjcdhiseq46mxliwby