Spectral conditions for local nondeterminism
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.
Year of publication: |
1987
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Authors: | Berman, Simeon M. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 27.1987, p. 73-84
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Publisher: |
Elsevier |
Keywords: | local nondeterminism local time Gaussian process stationarity spectral distribution random Fourier series |
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