From invariance principles to a class of multifractional fields related to fractional sheets

Abstract : In this paper, we study some invariance principles where the limits are Gaussian random fields sharing many properties with multifractional Brownian sheets. In particular, they satisfy the same type of self-similarity and Hölder regularity properties. We also extend the invariance principles mentioned above in a stable setting.
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Contributor : Céline Lacaux <>
Submitted on : Wednesday, May 11, 2011 - 3:25:18 PM
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Céline Lacaux, Renaud Marty. From invariance principles to a class of multifractional fields related to fractional sheets. 2011. ⟨hal-00592188⟩

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