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arxiv: 1707.05021 · v2 · submitted 2017-07-17 · 🧮 math.ST · stat.TH

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Strong Local Nondeterminism of Spherical Fractional Brownian Motion

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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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