报告人：徐方军 教授（华东师范大学）

时间：2024年12月06日 14:30-

腾讯会议ID: 949-468-021

摘要：Under certain mild conditions, limit theorems for additive functionals of some d-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions, sub-fractional Brownian motions and bi-fractional Brownian motions. To prove these results, we use the method of moments and an enhanced chaining argument. The Gaussian processes under consideration are required to satisfy certain strong local nondeterminism property. A tractable sufficient condition for the strong local nondeterminism property is given and it only relays on the covariance functions of the Gaussian processes.

邀请人: 数学研究中心

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