Recognition: unknown
Strong Local Nondeterminism of Spherical Fractional Brownian Motion
classification
🧮 math.ST
stat.TH
keywords
brownianestablishfractionalleftlocalmathbbmotionnondeterminism
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Let $B = \left\{ B\left( x\right),\, x\in \mathbb{S}^{2}\right\} $ be the fractional Brownian motion indexed by the unit sphere $\mathbb{S}^{2}$ with index $0<H\leq \frac{1}{2}$, introduced by Istas \cite{IstasECP05}. We establish optimal estimates for its angular power spectrum $\{d_\ell, \ell = 0, 1, 2, \ldots\}$, and then exploit its high-frequency behavior to establish the property of its strong local nondeterminism of $B$.
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