Abstract
Fourier analysis provides one of the well known methods by which local behaviour of Gaussian processes, especially their occupation densities, can be investigated. Berman [3] initiated on approach which proved to be rather successful also in the more general area of Gaussian random fields and random fields with independent increments (see Geman, Horowitz [6] for a survey, Ehm [4]). The observation basic to this approach is comprised in the statement: the Fourier transform of the occupation measure of a real valued function is square integrable if and only if it posesses a square integrable density which then serves as a “local time” or “occupation density”. It is therefore, at least in principle, quite general.
Published Version
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