A local Holder condition is obtained for the local time of a stationary Gaussian process with spectral density function proportional to $(a^2 + \lambda^2)^{-(\alpha +\frac{1}{2})}$. A lower bound for the Hausdorff measure of the zero set of the process is also obtained.
Publié le : 1976-04-14
Classification:
Stationary Gaussian processes,
local time Holder conditions,
zero set,
Hausdorff measure,
60G15,
60G17,
60G25,
60G40
@article{1176996134,
author = {Davies, Laurie},
title = {Local Holder Conditions for the Local Times of Certain Stationary Gaussian Processes},
journal = {Ann. Probab.},
volume = {4},
number = {6},
year = {1976},
pages = { 277-298},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996134}
}
Davies, Laurie. Local Holder Conditions for the Local Times of Certain Stationary Gaussian Processes. Ann. Probab., Tome 4 (1976) no. 6, pp. 277-298. http://gdmltest.u-ga.fr/item/1176996134/