Makogin V. Asymptotic behaviour and sample paths properties of self-similar fractional random fields

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0415U006516

Thesis Registration Form

0415U006516.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

16-11-2015

Specialized Academic Board

26.001.37

Essay

The interconnection between different definitions for the self-similar field has been established. The existence of Gaussian self-similar random fields with stationary rectangular increments, that are not fractional Brownian sheets, has been proved. For the Gaussian self-similar random fields with stationary rectangular increments the upper maximal probabilities were constructed. For d-dimensional fractional Brownian sheet with N-parameters a theorem on the convergence of the integral mean-type functional have been proved.

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Files

aref.pdf

diss.pdf

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