Operator scaling stable random fields
A scalar valued random field is called operator-scaling if for some dxd matrix E with positive real parts of the eigenvalues and some H>0 we have where denotes equality of all finite-dimensional marginal distributions. We present a moving average and a harmonizable representation of stable operator scaling random fields by utilizing so called E-homogeneous functions [phi], satisfying [phi](cEx)=c[phi](x). These fields also have stationary increments and are stochastically continuous. In the Gaussian case, critical Hölder-exponents and the Hausdorff-dimension of the sample paths are also obtained.
Year of publication: |
2007
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Authors: | Biermé, Hermine ; Meerschaert, Mark M. ; Scheffler, Hans-Peter |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 117.2007, 3, p. 312-332
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Publisher: |
Elsevier |
Subject: | Fractional random fields Operator scaling |
Saved in:
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