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April, 1976 Local Holder Conditions for the Local Times of Certain Stationary Gaussian Processes
Laurie Davies
Ann. Probab. 4(2): 277-298 (April, 1976). DOI: 10.1214/aop/1176996134

Abstract

A local Holder condition is obtained for the local time of a stationary Gaussian process with spectral density function proportional to $(a^2 + \lambda^2)^{-(\alpha +\frac{1}{2})}$. A lower bound for the Hausdorff measure of the zero set of the process is also obtained.

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Laurie Davies. "Local Holder Conditions for the Local Times of Certain Stationary Gaussian Processes." Ann. Probab. 4 (2) 277 - 298, April, 1976. https://doi.org/10.1214/aop/1176996134

Information

Published: April, 1976
First available in Project Euclid: 19 April 2007

zbMATH: 0331.60028
MathSciNet: MR423497
Digital Object Identifier: 10.1214/aop/1176996134

Subjects:
Primary: 60G15
Secondary: 60G17 , 60G25 , 60G40

Keywords: Hausdorff measure , local time Holder conditions , Stationary Gaussian processes , Zero set

Rights: Copyright © 1976 Institute of Mathematical Statistics

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Vol.4 • No. 2 • April, 1976
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