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math.PR2014★ 1 cited
Fractional spherical random fields
Mirko D'Ovidio, Nikolai Leonenko, Enzo Orsingher
In this paper we study the solutions of different forms of fractional equations on the unit sphere possessing the structure of time-de…
math.PR2014
Bounds on the support of the multifractal spectrum of stochastic processes
Danijel Grahovac, Nikolai N. Leonenko
Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the s…
math.PR2012★ 1 cited
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
We prove central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities, which are derived using the Hol…