On Global and Local Properties of the Trajectories of Gaussian Random Fields——A Look Through the Set of Limit Points
On Global and Local Properties of the Trajectories of Gaussian Random Fields——A Look Through the Set of Limit Points作者机构:School of EconomicsHangzhou Dianzi UniversityHangzhou 310018P.R.China School of Mathematical SciencesZhejiang UniversityHangzhou 310027P.R.China Department of Statistics and ProbabilityMichigan State UniversityMI 48824USA
出 版 物:《Acta Mathematica Sinica,English Series》 (数学学报(英文版))
年 卷 期:2020年第36卷第2期
页 面:137-152页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:Supported by NSFC(Grants Nos.11671115,11731012 and 11871425) NSF(Grant No.DMS-1855185)
主 题:Fractional Riesz-Bessel processes functional law of the iterated logarithm Gaussian random fields large deviation principle
摘 要:This paper studies the global and local properties of the trajectories of Gaussian random fields with stationary increments and proves sufficient conditions for Strassen s functional laws of the iterated logarithm at zero and infinity *** sets of limit points of those Gaussian random fields are *** main results are applied to fractional Riesz-Bessel processes and the sets of limit points of this field are obtained.