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Preprints, Working Papers, ... Year : 2021

Multifractional processes and nonlinear functionals of Gaussian random fields

Renaud Marty
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Abstract

In this paper we consider sequences of nonlinear functionals of Gaussian random fields. We prove their convergence to multifractional processes which generalize Hermite processes.
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Dates and versions

hal-03277874 , version 1 (05-07-2021)

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  • HAL Id : hal-03277874 , version 1

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Renaud Marty. Multifractional processes and nonlinear functionals of Gaussian random fields. 2021. ⟨hal-03277874⟩
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