IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v27y1987ip73-84.html
   My bibliography  Save this article

Spectral conditions for local nondeterminism

Author

Listed:
  • Berman, Simeon M.

Abstract

Let X(t) be a real Gaussian process with stationary increments and spectral distribution function F(x). Put [phi](t)=F([infinity]) - F(1/t). Sufficient conditions in terms of F are given for the process to be locally [phi]-nondeterministic. These are formulated for discrete and absolutely continuous functions F. The results in the discrete case are applied to the analysis of the local time of a random Fourier series with i.i.d. coefficients. The class of distributions of the coefficients includes not only the normal distribution but others such as the symmetric stable distribution.

Suggested Citation

  • Berman, Simeon M., 1987. "Spectral conditions for local nondeterminism," Stochastic Processes and their Applications, Elsevier, vol. 27, pages 73-84.
    • Handle: RePEc:eee:spapps:v:27:y:1987:i::p:73-84
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(87)90006-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. D. Baraka & T. S. Mountford, 2011. "The Exact Hausdorff Measure of the Zero Set of Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 24(1), pages 271-293, March.
    2. Bo Li & Yimin Xiao & Xiaochuan Yang, 2019. "On the Favorite Points of Symmetric Lévy Processes," Journal of Theoretical Probability, Springer, vol. 32(4), pages 1943-1972, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:27:y:1987:i::p:73-84. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.