Dissertation/Thesis Abstract

Total variation of Gaussian processes and local times of associated Lévy processes
by Lovell, Jonathan R., Ph.D., City University of New York, 2009, 71; 3354729
Abstract (Summary)

Results of Taylor and Marcus and Rosen on the total variation of Gaussian processes and local times of associated symmetric stable processes are extended to a large class of symmetric Lévy processes. In this extension, the increments variance σ2(h) of the Gaussian process is generalized to a regularly varying function with index 0 < α < 2. The total variation function ϕ(·) is generalized to [special characters omitted] where [special characters omitted] where 0 < α < 1, limh →0β(h) = 1 and limu →0 ε(u) = 0.

Indexing (document details)
Advisor: Marcus, Michael B.
Commitee: Rosen, Jay, Verzani, John
School: City University of New York
Department: Mathematics
School Location: United States -- New York
Source: DAI-B 70/04, Dissertation Abstracts International
Subjects: Mathematics
Keywords: Gaussian processes, Levy processes, Local times
Publication Number: 3354729
ISBN: 978-1-109-11964-0
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