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Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields

  • Yimin XiaoEmail author
Conference paper
Part of the Progress in Probability book series (PRPR, volume 63)

Abstract

We establish properties of strong local nondeterminism for several classes of α-stable random fields such as harmonizable-type fractional stable fields with stationary increments, harmonizable and linear fractional stable sheets. We apply these properties to study existence and joint continuity of the local times of stable random fields.

Keywords

Stable random fields harmonizable fractional stable motion harmonizable fractional stable sheets linear fractional stable sheets strong local nondeterminism local times joint continuity Hölder condition 

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Copyright information

© Springer Basel AG 2011

Authors and Affiliations

  1. 1.Department of Statistics and ProbabilityMichigan State UniversityEast LansingUSA

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