A. Benassi, D. Roux, S. Jaffard
1997.4.30REVISTA MATEMATICA IBEROAMERICANA
tlooto Summary
Study of Gaussian random fields indexed by Rd with elliptic pseudo-differential operator covariance and wavelet bases construction.
Abstract
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 of the pseudodifferential operator. Similar results are obtained for the Multi-Fractional Brownian Motion.
Citation format
BENASSI, A.; ROUX, D.; JAFFARD, S. Elliptic gaussian random processes. REVISTA MATEMATICA IBEROAMERICANA, 1997, 13: 19–90.