Extremes of spherical fractional Brownian motion
Let { Bβ(x) , x∈ SN} be a fractional Brownian motion on the N-dimensional unit sphere SN with Hurst index β. We study the excursion probability ℙ{ supx ∈ TBβ(x) > u} and obtain the asymptotics as u →∞, where T can be the entire sphere SN or a geodesic disc on SN. © 2019, Springer Science+Business...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Science+Business Media B.V.
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |