Extremes of Spherical Fractional Brownian Motion
classification
🧮 math.PR
keywords
mathbbbetabrownianfractionalmotionsphereasymptoticsdimensional
read the original abstract
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 $\mathbb{S}^N$.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.