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Extremes of spherical fractional Brownian motion
Extremes ( IF 1.1 ) Pub Date : 2019-03-01 , DOI: 10.1007/s10687-019-00344-4
Dan Cheng , Peng Liu

Let \(\{B_{\beta } (x), x \in \mathbb {\mathbb S}^{N}\}\) be a fractional Brownian motion on the N-dimensional unit sphere \(\mathbb {S}^{N}\) with Hurst index β. We study the excursion probability \(\mathbb {P}\left \{{{\sup _{x\in T} B_{\beta }(x) > u }}\right \}\) and obtain the asymptotics as u, where T can be the entire sphere \(\mathbb {S}^{N}\) or a geodesic disc on \(\mathbb {S}^{N}\).

中文翻译:

球形分数布朗运动的极值

\(\ {B _ {\ beta}(x),x \ in \ mathbb {\ mathbb S} ^ {N} \} \)N维单位球面上的分数布朗运动\(\ mathbb {S } ^ {N} \)的赫斯特索引为β。我们研究偏移概率\(\ mathbb {P} \ left \ {{{sup _ {x \ in T} B _ {\ beta}(x)> u}} \ right \} \)并获得渐近性为ü →交通,其中Ť可以是整个球体\(\ mathbb {S} ^ {N} \)或上短程线盘\(\ mathbb {S} ^ {N} \)
更新日期:2019-03-01
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