Extremes of Spherical Fractional Brownian Motion
Probability
2019-02-26 v4
Abstract
Let be a fractional Brownian motion on the -dimensional unit sphere with Hurst index . We study the excursion probability and obtain the asymptotics as , where can be the entire sphere or a geodesic disc on .
Cite
@article{arxiv.1806.02965,
title = {Extremes of Spherical Fractional Brownian Motion},
author = {Dan Cheng and Peng Liu},
journal= {arXiv preprint arXiv:1806.02965},
year = {2019}
}