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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2023 Volume 68, Issue 1, Pages 106–132 (Mi tvp5489)

This article is cited in 1 paper

Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres

T. Lua, Ch. Maa, F. Wangb

a Department of Mathematics, Statistics, and Physics, Wichita State University, Wichita, KS, USA
b Department of Mathematical Sciences, Worcester Polytechnic Institute, Worcester, MA, USA

Abstract: This paper provides series expansions for fractional Brownian motions on the unit ball and the unit sphere by means of ultraspherical polynomials and spherical harmonics. It establishes the property of strong local nondeterminism of isotropic Gaussian random fields on the unit sphere and that of fractional and bifractional Brownian motions on the unit ball and the unit sphere.

Keywords: conditionally negative definiteness, distance function on the ball, spherical harmonics, trifractional Brownian motion, ultraspherical polynomial.

Received: 20.03.2020
Revised: 16.07.2021
Accepted: 31.08.2021

DOI: 10.4213/tvp5489


 English version:
Theory of Probability and its Applications, 2023, 68:1, 88–110

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© Steklov Math. Inst. of RAS, 2024