Rudenko O. Local times of self-intersection for Gaussian random fields and renormalization

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0408U004213

Thesis Registration Form

0408U004213.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

23-09-2008

Specialized Academic Board

Д 26.206.02

The Institute of Mathematics of NASU

Essay

We find neccessary and sufficient condition for renormalized local time existence for centered Gaussian random field in some Sobolev space. We determine all parameter values, that allow existence of renormalized self-intersection local time for fractional Brownian motion. We find simple sufficient condition for the existence of local time for Gaussian random field in the sense of convergence in probability.

Read more

Files

autoref.pdf

main.pdf

Similar theses

0524U000059

Vitalii V. Holomozyi

Ergodicity and stability of almost homogeneous Markov chains

0521U101910

Shklyar Serhiy V.

Measurement error models and their application in radioepidemiology

0421U101330

Petranova Maryna Yu.

Random Gaussian processes with stable correlation functions

0421U100920

Senko Ivan O.

Asymptotic properties of adjusted least squares estimator in vector linear model with errors-in-variables

0421U100942

Vovchanskyi Volodymyr Ya.

Coalescing stochastic flows and point processes