Sample Path Properties of Stable Random Fields

Yimin Xiao
Michigan State university
Vendredi, 8 Juin, 2018 - 11:00 - 12:30

This minicourse is concerned with sample path properties of stable random fields. Important examples of stable random fields include linear fractional stable motion, harmonizable fractional stable motion, and many more.

This minicourse covers three topics: uniform modulus of continuity, fractal dimension results, and local times of stable random fields. Some technical ingredients include maximal moment estimates and properties of local nondeterminism