论文标题
一些多曲线高斯过程的光谱分析
Spectral analysis for some multifractional Gaussian processes
论文作者
论文摘要
我们研究了$ l_2 $中的小球渐近问题,用于带有可变Hurst参数的分数布朗运动的两个概括。为此,我们仔细分析了相关积分运算符的奇异值渐近学。
We study the small ball asymptotics problem in $L_2$ for two generalizations of the fractional Brownian motion with variable Hurst parameter. To this end, we perform careful analysis of the singular values asymptotics for associated integral operators.