球和球上分数布朗运动的级数展开式和双分数布朗运动的强局部不确定性

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2023-05-01 DOI:10.1137/s0040585x97t991301

T. Lu, C. Ma, F. Wang

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引用次数: 1

摘要

利用超球多项式和球谐波，给出了单位球和单位球上分数布朗运动的级数展开式。建立了单位球上各向同性高斯随机场的强局部不确定性，以及单位球和单位球上分数阶和双分数阶布朗运动的强局部不确定性。

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Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres

This paper provides series expansions for fractional Brownian motions on the unit ball and the unit sphere by means of ultraspherical polynomials and spherical harmonics. It establishes the property of strong local nondeterminism of isotropic Gaussian random fields on the unit sphere and that of fractional and bifractional Brownian motions on the unit ball and the unit sphere.

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来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.