Approximation du temps local des champs aléatoires gaussiens stationnaires par régularisation des trajectoires
Berzin, Corinne
HAL, hal-00319158 / Harvested from HAL
Let (X(t), (t \in Rd) be a stationary gausslan field. We are Iooking for the (d-1)-dimensional area mensure of the intersection with zero level of the field regularized by convolution. Under some conditions and with an appropriated normalization, this measure converges in $L^2$ towards a limit which is the local time, when $X$ admits a çontinuous local time.
Publié le : 1991-07-04
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00319158,
     author = {Berzin, Corinne},
     title = {Approximation du temps local des champs al\'eatoires gaussiens stationnaires par r\'egularisation des trajectoires},
     journal = {HAL},
     volume = {1991},
     number = {0},
     year = {1991},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00319158}
}
Berzin, Corinne. Approximation du temps local des champs aléatoires gaussiens stationnaires par régularisation des trajectoires. HAL, Tome 1991 (1991) no. 0, . http://gdmltest.u-ga.fr/item/hal-00319158/