Singularities in the Distribution of the Increments of a Smooth Function.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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Let Ft, 0 or t or 1, be a real function with two continuous derivatives such that FF0 is empty. Then B yields meas. s,t Fs-Ft is a member of B is absolutely continuous its density is continuous on IRB sub 1, B sub i identical with y YFt sub 1-Ft sub 2, Ft sub 1 Ft sub 2 0, Ft sub 1, Ft sub 2 0 , and has a logarithmic singularity at each B sub i. Author
- Statistics and Probability