Multivariate operator-self-similar random fields

Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields with values in are constructed by utilizing homogeneous functions and stochastic integral representations.

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Year of publication:	2011
Authors:	Li, Yuqiang ; Xiao, Yimin
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 121.2011, 6, p. 1178-1200
Publisher:	Elsevier
Keywords:	Random fields Operator-self-similarity Anisotropy Gaussian random fields Stable random fields Stochastic integral representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009023946