Multivariate tempered stable random fields
Probability
2020-10-21 v1
Abstract
Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the special case of exponential tempered ISRMs operator-fractional tempered stable random fields are presented by a moving-average and a harmonizable representation, respectively.
Cite
@article{arxiv.2010.10169,
title = {Multivariate tempered stable random fields},
author = {Dustin Kremer and Hans-Peter Scheffler},
journal= {arXiv preprint arXiv:2010.10169},
year = {2020}
}