English

Multi operator-stable random measures and fields

Probability 2018-10-17 v2

Abstract

In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi operator- stable moving-average representation of a random field is presented which behaves locally like an operator-stable random field which is also operator-self-similar.

Keywords

Cite

@article{arxiv.1809.10933,
  title  = {Multi operator-stable random measures and fields},
  author = {Dustin Kremer and Hans-Peter Scheffler},
  journal= {arXiv preprint arXiv:1809.10933},
  year   = {2018}
}