We define multifractional Brownian fields indexed by a metric space, such as a manifold with its geodesic distance, when the distance is of negative type. This construction applies when the Brownian field indexed by the metric space exists, in particular for spheres, hyperbolic spaces and real trees.
Mots clés : fractional brownian motion, self-similarity, complex variations, H-sssi processes
@article{PS_2013__17__219_0, author = {Istas, Jacques}, title = {Multifractional brownian fields indexed by metric spaces with distances of negative type}, journal = {ESAIM: Probability and Statistics}, pages = {219--223}, publisher = {EDP-Sciences}, volume = {17}, year = {2013}, doi = {10.1051/ps/2011157}, mrnumber = {3021316}, zbl = {1296.60094}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2011157/} }
TY - JOUR AU - Istas, Jacques TI - Multifractional brownian fields indexed by metric spaces with distances of negative type JO - ESAIM: Probability and Statistics PY - 2013 SP - 219 EP - 223 VL - 17 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps/2011157/ DO - 10.1051/ps/2011157 LA - en ID - PS_2013__17__219_0 ER -
%0 Journal Article %A Istas, Jacques %T Multifractional brownian fields indexed by metric spaces with distances of negative type %J ESAIM: Probability and Statistics %D 2013 %P 219-223 %V 17 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps/2011157/ %R 10.1051/ps/2011157 %G en %F PS_2013__17__219_0
Istas, Jacques. Multifractional brownian fields indexed by metric spaces with distances of negative type. ESAIM: Probability and Statistics, Tome 17 (2013), pp. 219-223. doi : 10.1051/ps/2011157. http://www.numdam.org/articles/10.1051/ps/2011157/
[1] Kazhdan's property (T). Cambridge University Press (2008). | Zbl
, and ,[2] Gaussian processes and pseudodifferential elliptic operators. Rev. Mat. Iberoam. 13 (1997) 19-90. | MR | Zbl
, and ,[3] Identifying the multifractional function of a Gaussian process. Stat. Probab. Lett. 39 (1998) 337-345. | MR | Zbl
, and ,[4] Lévy's Brownian motion of several parameters and generalized white noise. Theory Probab. Appl. 2 (1957) 265-266.
,[5] Distances hilbertiennes invariantes sur un espace homogène. Ann. Inst. Fourier 24 (1974) 171-217. | Numdam | MR | Zbl
and ,[6] Wienersche Spiralen und einige andere interessante Kurven im Hilbertsche Raum (German). C. R. (Dokl.) Acad. Sci. URSS 26 (1940) 115-118. | MR | Zbl
,[7] Real harmonizable multifractional Lévy motions. Ann. Inst. Henri Poincaré 40 (2004) 259-277. | Numdam | MR | Zbl
,[8] Series representation and simulation of multifractional Lévy motions. Adv. Appl. Probab. 36 (2004) 171-197. | MR | Zbl
,[9] Processus stochastiques et mouvement Brownien. Gauthier-Villars (1965). | MR | Zbl
,[10] Spherical and hyperbolic fractional Brownian motion. Electron. Commun. Probab. 10 (2005) 254-262. | MR | Zbl
,[11] On fractional stable fields indexed by metric spaces. Electron. Commun. Probab. 11 (2006) 242-251. | MR | Zbl
,[12] On locally self-similar fractional random fields indexed by a manifold. Preprint (2009). | MR | Zbl
and ,[13] Fractional Brownian motions, fractional noises and applications. SIAM Review 10 (1968) 422-437. | MR | Zbl
and ,[14] Multifractional Brownian motion : definition and preliminary results. Rapport de recherche de l'INRIA 2645 (1996).
and ,[15] Les représentations uniformément bornées associées à un arbre réel. Bull. Soc. Math. Belgique 42 (1990) 747-760. | MR | Zbl
,Cité par Sources :