English

Exact moduli of continuity for operator-scaling Gaussian random fields

Statistics Theory 2015-06-03 v1 Statistics Theory

Abstract

Let X={X(t),tRN}X=\{X(t),t\in\mathrm{R}^N\} be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Bierm\'{e}, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that XX satisfies a form of strong local nondeterminism and establish its exact uniform and local moduli of continuity. The main results are expressed in terms of the quasi-metric τE\tau_E associated with the scaling exponent of XX. Examples are provided to illustrate the subtle changes of the regularity properties.

Keywords

Cite

@article{arxiv.1506.00850,
  title  = {Exact moduli of continuity for operator-scaling Gaussian random fields},
  author = {Yuqiang Li and Wensheng Wang and Yimin Xiao},
  journal= {arXiv preprint arXiv:1506.00850},
  year   = {2015}
}

Comments

Published at http://dx.doi.org/10.3150/13-BEJ593 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

R2 v1 2026-06-22T09:45:44.586Z