TY - JOUR
T1 - A class of fractional brownian fields from branching systems and their regularity properties
AU - Li, Yuqiang
AU - Xiao, Yimin
PY - 2013/9
Y1 - 2013/9
N2 - In this paper, the smoothness and exact modulus of continuity of a class of fractional Brownian fields are studied. These Gaussian random fields satisfy a kind of operator-scaling property and, depending on the choice of their parameters, may share similar fractal properties as those of fractional Brownian sheets or may be smooth in some (or all) directions. It is proved that these Gaussian random fields satisfy the property of sectorial local nondeterminism which is useful for further studying their sample path properties. In addition, the link between these Gaussian random fields and the functional fluctuation limits of branching particle systems is studied.
AB - In this paper, the smoothness and exact modulus of continuity of a class of fractional Brownian fields are studied. These Gaussian random fields satisfy a kind of operator-scaling property and, depending on the choice of their parameters, may share similar fractal properties as those of fractional Brownian sheets or may be smooth in some (or all) directions. It is proved that these Gaussian random fields satisfy the property of sectorial local nondeterminism which is useful for further studying their sample path properties. In addition, the link between these Gaussian random fields and the functional fluctuation limits of branching particle systems is studied.
KW - Branching particle system
KW - Directional differentiability
KW - Exact modulus of continuity
KW - Pseudo-fractional Brownian sheet
KW - Sectorial local nondeterminism
UR - https://www.scopus.com/pages/publications/84887422453
U2 - 10.1142/S0219025713500239
DO - 10.1142/S0219025713500239
M3 - 文章
AN - SCOPUS:84887422453
SN - 0219-0257
VL - 16
JO - Infinite Dimensional Analysis, Quantum Probability and Related Topics
JF - Infinite Dimensional Analysis, Quantum Probability and Related Topics
IS - 3
M1 - 1350023-1
ER -