论文标题
小波方法研究了广义罗森布拉特过程的定期定期
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
论文作者
论文摘要
我们证明,我们可以在(广义)Rosenblatt过程的规律性中识别三种类型的角度行为。这扩展到非高斯设置,先前的(分数)布朗运动已知的结果。为此,需要在Rosenblatt进程的增量上进行罚款。我们的分析本质上是基于各种小波方法。
We prove that we can identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion. On this purpose, fine bounds on the increments of the Rosenblatt process are needed. Our analysis is essentially based on various wavelet methods.