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pro vyhledávání: '"Daw, Lara"'
Autor:
Daw, Lara, Loosveldt, Laurent
We prove that we can identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion. On this purpose, fine boun
Externí odkaz:
http://arxiv.org/abs/2203.08487
Autor:
Daw, Lara, Seuret, Stéphane
The macroscopic Hausdorff dimension Dim H (E) of a set E $\subset$ R d was introduced by Barlow and Taylor to quantify a "fractal at large scales" behavior of unbounded, possibly discrete, sets E. We develop a method based on potential theory in orde
Externí odkaz:
http://arxiv.org/abs/2203.06954
Autor:
Daw, Lara, Kerchev, George
The paper concerns the image, level and sojourn time sets associated with sample paths of the Rosenblatt process. We obtain results regarding the Hausdorff (both classical and macroscopic), packing and intermediate dimensions, and the logarithmic and
Externí odkaz:
http://arxiv.org/abs/2103.04714
Autor:
Daw, Lara
Let $B =\{ B_t \, : \, t \geq 0 \}$ be a real-valued fractional Brownian motion of index $H \in (0,1)$. We prove that the macroscopic Hausdorff dimension of the level sets $\mathcal{L}_x = \left\{ t \in \mathbb{R}_+ \, : \, B_t=x \right\}$ is, with p
Externí odkaz:
http://arxiv.org/abs/2003.01423
Autor:
Daw, Lara, Kerchev, George
Publikováno v:
In Stochastic Processes and their Applications July 2023 161:544-571
Autor:
Daw, Lara
The topics of this thesis lie at the interference of probability theory with dimensional and harmonic analysis, accentuating the geometric properties of random paths of Gaussian and non-Gaussian stochastic processes. Such line of research has been ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2658::0ed643ecb39344fde8423794b32aa61d
http://orbilu.uni.lu/handle/10993/51093
http://orbilu.uni.lu/handle/10993/51093