Exponents of operator self-similar random fields
Probability
2016-08-17 v1
Abstract
If X(c^E t) and c^H X(t) have the same finite-dimensional distributions for some linear operators E and H, we say that the random vector field X(t) is operator self-similar. The exponents E and H are not unique in general, due to symmetry. This paper characterizes the possible set of range exponents H for a given domain exponent, and conversely, the set of domain exponents E for a given range exponent.
Keywords
Cite
@article{arxiv.1608.04650,
title = {Exponents of operator self-similar random fields},
author = {Gustavo Didier and Mark M. Meerschaert and Vladas Pipiras},
journal= {arXiv preprint arXiv:1608.04650},
year = {2016}
}