Spectral Analysis for Some Multifractional Gaussian Processes

IF 1.7 3区物理与天体物理 Q2 PHYSICS, MATHEMATICAL

Russian Journal of Mathematical Physics Pub Date : 2021-12-06 DOI:10.1134/S1061920821040075

A. I. Karol, A. I. Nazarov

引用次数: 1

Abstract

We study the small ball asymptotics problem in \(L_2\) for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform a careful analysis of the singular value asymptotics for associated integral operators.

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一些多分数高斯过程的谱分析

研究了含变Hurst参数的分数阶布朗运动的两种推广在\(L_2\)中的小球渐近性问题。为此，我们对相关积分算子的奇异值渐近性进行了仔细的分析。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Russian Journal of Mathematical Physics 物理-物理：数学物理

CiteScore

3.10

自引率

14.30%

发文量

审稿时长

>12 weeks

期刊介绍： Russian Journal of Mathematical Physics is a peer-reviewed periodical that deals with the full range of topics subsumed by that discipline, which lies at the foundation of much of contemporary science. Thus, in addition to mathematical physics per se, the journal coverage includes, but is not limited to, functional analysis, linear and nonlinear partial differential equations, algebras, quantization, quantum field theory, modern differential and algebraic geometry and topology, representations of Lie groups, calculus of variations, asymptotic methods, random process theory, dynamical systems, and control theory.