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