17 citations · 17 across the 3 of their papers we have counts for
4 papers · 1 filter
From Hermite Chaos to an Attractive Log-Gas: Explicit High-Rank Limits of Iterated-Logarithm and Tail Constants
Elina Moldavskaya
Let be a standard Hermite process of order and Hurst index . For , let be the variance-normalized version of the weighted integral $\int_0^1 x…
Constants in the Weighted Law of the Iterated Logarithm under Long-Range Dependence: Hermite Rank Two
Elina Moldavskaya
At Hermite rank two, the constant in the weighted law of the iterated logarithm under long-range dependence is represented as the largest eigenvalue of a suitably normalized positi…
Malliavin Smoothness of Hermite Processes of Arbitrary Order and Their Wiener Integrals
Elina Moldavskaya
We establish Malliavin nondegeneracy for every weighted integral against a singular Hermite kernel, with all negative moments of the Malliavin derivative norm finite, uniformly ove…
On the existence of paths between points in high level excursion sets of Gaussian random fields
Robert J. Adler, Elina Moldavskaya, Gennady Samorodnitsky
The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or…