<p>In this article, for some <i>d</i>-dimensional Gaussian processes <Equation ID="Equ26"> <MediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1431_Article_Equ26.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="249" /> </MediaObject> <EquationSource Format="TEX">\(\begin{aligned} X=\big \{X_t=(X^1_t,\ldots ,X^d_t):t\ge 0\big \}, \end{aligned}\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mtable> <mtr> <mtd columnalign="right"> <mrow> <mi>X</mi> <mo>=</mo> <mrow> <mo maxsize="1.2em" minsize="1.2em" stretchy="true">{</mo> </mrow> <msub> <mi>X</mi> <mi>t</mi> </msub> <mo>=</mo> <mrow> <mo stretchy="false">(</mo> <msubsup> <mi>X</mi> <mi>t</mi> <mn>1</mn> </msubsup> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msubsup> <mi>X</mi> <mi>t</mi> <mi>d</mi> </msubsup> <mo stretchy="false">)</mo> </mrow> <mo>:</mo> <mi>t</mi> <mo>≥</mo> <mn>0</mn> <mrow> <mo maxsize="1.2em" minsize="1.2em" stretchy="true">}</mo> </mrow> <mo>,</mo> </mrow> </mtd> </mtr> </mtable> </mrow> </math></EquationSource> </Equation>whose components are i.i.d. 1-dimensional self-similar Gaussian processes with Hurst index <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1431_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="74" /> </InlineMediaObject> <EquationSource Format="TEX">\(H\in (0,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>H</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>, we consider the asymptotic behavior of approximation of its <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1431_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="15" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varvec{k}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">k</mi> </mrow> </math></EquationSource> </InlineEquation>-th derivatives of local time under certain mild conditions, where <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1431_Article_IEq3.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="115" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varvec{k}=(k_1,\ldots ,k_d)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mrow> <mi mathvariant="bold-italic">k</mi> </mrow> <mo>=</mo> <mo stretchy="false">(</mo> <msub> <mi>k</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>k</mi> <mi>d</mi> </msub> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1431_Article_IEq4.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="17" /> </InlineMediaObject> <EquationSource Format="TEX">\(k_\ell \)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>k</mi> <mi>ℓ</mi> </msub> </math></EquationSource> </InlineEquation>’s are non-negative real numbers. We will prove limit theorems for functionals of Gaussian processes related to derivatives of local time and use this result to obtain the asymptotic behaviors.</p>

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Exact Convergence Rates to Derivatives of Local Time for Some Self-similar Gaussian processes

  • Minhao Hong

摘要

In this article, for some d-dimensional Gaussian processes \(\begin{aligned} X=\big \{X_t=(X^1_t,\ldots ,X^d_t):t\ge 0\big \}, \end{aligned}\) X = { X t = ( X t 1 , , X t d ) : t 0 } , whose components are i.i.d. 1-dimensional self-similar Gaussian processes with Hurst index \(H\in (0,1)\) H ( 0 , 1 ) , we consider the asymptotic behavior of approximation of its \(\varvec{k}\) k -th derivatives of local time under certain mild conditions, where \(\varvec{k}=(k_1,\ldots ,k_d)\) k = ( k 1 , , k d ) and \(k_\ell \) k ’s are non-negative real numbers. We will prove limit theorems for functionals of Gaussian processes related to derivatives of local time and use this result to obtain the asymptotic behaviors.