Standard

Spectral Analysis for Some Multifractional Gaussian Processes. / Karol, A. I.; Nazarov, A. I.

In: Russian Journal of Mathematical Physics, Vol. 28, No. 4, 10.2021, p. 488-500.

Research output: Contribution to journal › Article › peer-review

Harvard

Karol, AI & Nazarov, AI 2021, 'Spectral Analysis for Some Multifractional Gaussian Processes', Russian Journal of Mathematical Physics, vol. 28, no. 4, pp. 488-500. https://doi.org/10.1134/S1061920821040075

APA

Karol, A. I., & Nazarov, A. I. (2021). Spectral Analysis for Some Multifractional Gaussian Processes. Russian Journal of Mathematical Physics, 28(4), 488-500. https://doi.org/10.1134/S1061920821040075

Vancouver

Karol AI, Nazarov AI. Spectral Analysis for Some Multifractional Gaussian Processes. Russian Journal of Mathematical Physics. 2021 Oct;28(4):488-500. https://doi.org/10.1134/S1061920821040075

Author

Karol, A. I. ; Nazarov, A. I. / Spectral Analysis for Some Multifractional Gaussian Processes. In: Russian Journal of Mathematical Physics. 2021 ; Vol. 28, No. 4. pp. 488-500.

BibTeX

@article{0fa1dd188cf34ebe9b46c4530ab5f3c4,
title = "Spectral Analysis for Some Multifractional Gaussian Processes",
abstract = "Abstract: We study the small ball asymptotics problem in L2 for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform a careful analysis of the singular value asymptotics for associated integral operators.",
keywords = "math.PR, math.SP, 60G15, 45C05",
author = "Karol, {A. I.} and Nazarov, {A. I.}",
note = "Publisher Copyright: {\textcopyright} 2021, Pleiades Publishing, Ltd.",
year = "2021",
month = oct,
doi = "10.1134/S1061920821040075",
language = "English",
volume = "28",
pages = "488--500",
journal = "Russian Journal of Mathematical Physics",
issn = "1061-9208",
publisher = "МАИК {"}Наука/Интерпериодика{"}",
number = "4",

}

RIS

TY - JOUR

T1 - Spectral Analysis for Some Multifractional Gaussian Processes

AU - Karol, A. I.

AU - Nazarov, A. I.

N1 - Publisher Copyright: © 2021, Pleiades Publishing, Ltd.

PY - 2021/10

Y1 - 2021/10

N2 - Abstract: We study the small ball asymptotics problem in L2 for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform a careful analysis of the singular value asymptotics for associated integral operators.

AB - Abstract: We study the small ball asymptotics problem in L2 for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform a careful analysis of the singular value asymptotics for associated integral operators.

KW - math.PR

KW - math.SP

KW - 60G15, 45C05

UR - http://www.scopus.com/inward/record.url?scp=85120881718&partnerID=8YFLogxK

U2 - 10.1134/S1061920821040075

DO - 10.1134/S1061920821040075

M3 - Article

VL - 28

SP - 488

EP - 500

JO - Russian Journal of Mathematical Physics

JF - Russian Journal of Mathematical Physics

SN - 1061-9208

IS - 4

ER -

ID: 76693582