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- W2962693274 abstract "Let ${B_{beta } (x), x in mathbb {mathbb S}^{N}}$ be a fractional Brownian motion on the N-dimensional unit sphere $mathbb {S}^{N}$ with Hurst index β. We study the excursion probability $mathbb {P}left {{{sup _{xin T} B_{beta }(x) > u }}right }$ and obtain the asymptotics as u →∞, where T can be the entire sphere $mathbb {S}^{N}$ or a geodesic disc on $mathbb {S}^{N}$ ." @default.
- W2962693274 created "2019-07-30" @default.
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- W2962693274 date "2019-03-01" @default.
- W2962693274 modified "2023-09-24" @default.
- W2962693274 title "Extremes of spherical fractional Brownian motion" @default.
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- W2962693274 doi "https://doi.org/10.1007/s10687-019-00344-4" @default.
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