• Title of article

    Operator scaling stable random fields

  • Author/Authors

    Hermine Biermé، نويسنده , , Hermine and Meerschaert، نويسنده , , Mark M. and Scheffler، نويسنده , , Hans-Peter، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    21
  • From page
    312
  • To page
    332
  • Abstract
    A scalar valued random field { X ( x ) } x ∈ R d is called operator-scaling if for some d × d matrix E with positive real parts of the eigenvalues and some H > 0 we have { X ( c E x ) } x ∈ R d = f . d . { c H X ( x ) } x ∈ R d for all  c > 0 , where = f . d . 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 φ , satisfying φ ( c E x ) = c φ ( 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.
  • Keywords
    Fractional random fields , Operator scaling
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2007
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577864