The range of almost sure limits of $F$-variation for a class of Gaussian random fields is considered by adopting a class of sequences of partitions in the parameter space of the random field. The application to Levy's Brownian motion explains, in the case of two-dimensional parameters, that the almost sure limit given by Berman is the maximum in a range.
Publié le : 1979-02-14
Classification:
Gaussian random fields,
structure function,
$F$-variation,
60G15,
60G17
@article{1176995161,
author = {Kawada, Takayuki},
title = {Maximum in the Levy-Baxter Theorem for Gaussian Random Fields},
journal = {Ann. Probab.},
volume = {7},
number = {6},
year = {1979},
pages = { 173-178},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995161}
}
Kawada, Takayuki. Maximum in the Levy-Baxter Theorem for Gaussian Random Fields. Ann. Probab., Tome 7 (1979) no. 6, pp. 173-178. http://gdmltest.u-ga.fr/item/1176995161/