Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
نویسندگان
چکیده
We identify three types of pointwise behaviour in the regularity (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for (fractional) Brownian motion. On this purpose, fine bounds on increments process are needed. Our analysis is essentially based various wavelet methods.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2022
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/22-ejp878