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Strong Local Nondeterminism of Spherical Fractional Brownian Motion

17 July 2017
Xiaohong Lan
Yimin Xiao
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Abstract

Let B={B(x), x∈S2}B = \left\{ B\left( x\right),\, x\in \mathbb{S}^{2}\right\} B={B(x),x∈S2} be the fractional Brownian motion indexed by the unit sphere S2\mathbb{S}^{2}S2 with index 0<H≤120<H\leq \frac{1}{2}0<H≤21​, introduced by Istas \cite{IstasECP05}. We establish optimal estimates for its angular power spectrum {dℓ,ℓ=0,1,2,…}\{d_\ell, \ell = 0, 1, 2, \ldots\}{dℓ​,ℓ=0,1,2,…}, and then exploit its high-frequency behavior to establish the property of its strong local nondeterminism of BBB.

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