Approximation du temps local des surfaces gaussiennes
Berzin, Corinne ; Wschebor, Mario
HAL, hal-00319155 / Harvested from HAL
Let X be a centered stationary Gaussian stochastic process with a d-dimensional parameter ($d \ge 2$), F its spectral measure, $$\int\limits_{R^d } {||x||^2 F(dx) = + \infty } $$ (VerbarxVerbar denotes the Euclidean norm of x). We consider regularizations of the trajectories of X by means of convolutions of the form X_{\varepsilon}(t)=(\Psi_ {varepsilon}*X)(t) where $\Psi_{\varepsilon}$ stands for an approximation of unity (as $\varepsilon$ tends to zero) satisfying certain regularity conditions. The aim of this paper is to recover the local time of X at a given level u, as a limit of appropriate normalizations of the geometric measure of the u-level set of the regular approximating processes $X_{\varepsilon}$. A part of the difficulties comes from the fact that the geometric behavior of the covariance of the Gaussian process $X_{\varepsilon}$ can be a complex one as $\varepsilon$ approaches O. The results are on $L^{2}$-convergence and include bounds for the speed of convergence. $L^{p}$ results may be obtained in similar ways, but almost sure convergence or simultaneous convergence for the various values of u do not seem to follow from our methods. In Sect. 3 we have included examples showing a diversity of geometric behaviors, especially in what concerns the dependence on the thickness of the set in which the covariance of the original process X is irregular. Some technical results of analytic nature are included as appendices in Sect. 4.
Publié le : 1993-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00319155,
     author = {Berzin, Corinne and Wschebor, Mario},
     title = {Approximation du temps local des surfaces gaussiennes},
     journal = {HAL},
     volume = {1993},
     number = {0},
     year = {1993},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00319155}
}
Berzin, Corinne; Wschebor, Mario. Approximation du temps local des surfaces gaussiennes. HAL, Tome 1993 (1993) no. 0, . http://gdmltest.u-ga.fr/item/hal-00319155/