Add to ORKGIn the present paper, the Karhunen-Loève eigenvalues for a subfractional Brownian motion are considered in the case of H > 1 2. Rigorous large n asymptotics for those eigenvalues are shown, based on functional analysis method. By virtue of these asymptotics, along with some standard large deviations results, asymptotically estimates for the closely related problem of small L 2-ball probabilities for a sub-fractional Brownian motion are derived. By the way, asymptotic analysis on the Karhunen-Loève eigenvalues for the corresponding "derivative" process is also established
We study the two-dimensional fractional Brownian motion with Hurst parameter H> 12. In particular...
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
In the present paper, the Karhunen–Loève eigenvalues for a sub-fractional Brownian motion are consid...
52 pages, 3 figures, minor typos fixedEigenproblems frequently arise in theory and applications of s...
Abstract Let SH={StH,t≥0} $S^{H}=\{S^{H}_{t},t\geq0\}$ be a sub-fractional Brownian motion with Hurs...
We study several properties of the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza ...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
The goal of this paper is to show that under some assumptions, for a d-dimensional fractional Browni...
AbstractIn this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove...
AbstractIn this paper we establish large increment results and moduli of continuty for a two-paramet...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
Let X^H(t) be a fractional Brownian motion with index H (0<H≤1/2), and let D_n(t_0, t_1, ... t_n)...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
We study the two-dimensional fractional Brownian motion with Hurst parameter H> 12. In particular...
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
In the present paper, the Karhunen–Loève eigenvalues for a sub-fractional Brownian motion are consid...
52 pages, 3 figures, minor typos fixedEigenproblems frequently arise in theory and applications of s...
Abstract Let SH={StH,t≥0} $S^{H}=\{S^{H}_{t},t\geq0\}$ be a sub-fractional Brownian motion with Hurs...
We study several properties of the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza ...
This work concerns the fractional Brownian motion, in particular, the properties of its trajectories...
The goal of this paper is to show that under some assumptions, for a d-dimensional fractional Browni...
AbstractIn this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove...
AbstractIn this paper we establish large increment results and moduli of continuty for a two-paramet...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
Let X^H(t) be a fractional Brownian motion with index H (0<H≤1/2), and let D_n(t_0, t_1, ... t_n)...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
We study the two-dimensional fractional Brownian motion with Hurst parameter H> 12. In particular...
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
Some of the most significant constructions of the fractional brownian motion developed recently are ...