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arxiv: 1806.02965 · v4 · pith:GT5QYGEZnew · submitted 2018-06-08 · 🧮 math.PR

Extremes of Spherical Fractional Brownian Motion

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keywords mathbbbetabrownianfractionalmotionsphereasymptoticsdimensional
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Let $\{B_\beta (x), x \in \mathbb{S}^N\}$ be a fractional Brownian motion on the $N$-dimensional unit sphere $\mathbb{S}^N$ with Hurst index $\beta$. We study the excursion probability $\mathbb{P}\{\sup_{x\in T} B_\beta(x) > u \}$ and obtain the asymptotics as $u\to \infty$, where $T$ can be the entire sphere $\mathbb{S}^N$ or a geodesic disc on $\mathbb{S}^N$.

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