Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
In this paper, we study the local times of vector-valued Gaussian fields that are 'diagonally operator-selfsimilar' and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the temporal unit hypercube by Z, we show that there exists lambda is an element of (0, 1) such that under some quite weak conditions, lim(n ->+infinity) (n)root E(Z(n))/n(lambda) and lim(x ->+infinity) -log P(Z>x)/x(1/lambda) both exist and are strictly positive (possibly +infinity). Moreover, we show that if the underlying Gaussian field is 'strongly locally nondeterministic', the above limits will be finite as well. These results are then applied to establish similar statements for the intersection local times of diagonally operator-self-similar Gaussian fields with stationary increments.
Victor Panaretos, Laya Ghodrati