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On the monofractality of many stationary continuous Gaussian fields
Journal of Functional Analysis ( IF 1.7 ) Pub Date : 2021-06-01 , DOI: 10.1016/j.jfa.2021.109111
Antoine Ayache

In this article we focus on a general real-valued continuous stationary Gaussian field X characterized by its spectral density |g|2, where g is any even real-valued deterministic square integrable function. Our starting point consists in drawing a close connection between critical Besov regularity of the inverse Fourier transform of g and αX the random pointwise Hölder exponent function of X, which measures local roughness/smoothness of its sample paths at each point. Then, thanks to Littlewood-Paley methods and Hausdorff-Young inequalities, under weak conditions on g, we show that the random function αX is actually a deterministic constant which does not change from point to point. This result means that the field X is of monofractal nature. Also, it is worth mentioning that such a result can easily be extended to the case where X is no longer stationary but has stationary increments.



中文翻译:

关于许多平稳连续高斯场的单分形

在这篇文章中,我们关注一个一般实值连续平稳高斯场X,其特征在于它的谱密度|G|2,其中g是任何偶数实值确定性平方可积函数。我们的出发点在于在g的逆傅立叶变换的临界 Besov 正则性和αXX的随机逐点 Hölder 指数函数,它测量每个点的样本路径的局部粗糙度/平滑度。然后,感谢 Littlewood-Paley 方法和 Hausdorff-Young 不等式,在g 的弱条件下,我们证明随机函数αX实际上是一个确定性常数,不会随点变化。这个结果意味着场X是单分形的。此外,值得一提的是,这样的结果可以很容易地扩展到X不再平稳但具有平稳增量的情况。

更新日期:2021-06-10
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