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Operator Scaling Stable Random Fields

Probability 2016-08-16 v1

Abstract

A scalar valued random field is called operator-scaling if it satisfies a self-similarity property for some matrix E with positive real parts of the eigenvalues. We present a moving average and a harmonizable representation of stable operator scaling random fields by utilizing so called E-homogeneous functions. These fields also have stationary increments and are stochastically continuous. In the Gaussian case critical H\"{o}lder-exponents and the Hausdorff-dimension of the sample paths are also obtained.

Keywords

Cite

@article{arxiv.math/0602664,
  title  = {Operator Scaling Stable Random Fields},
  author = {Hermine Biermé and Mark M. Meerschaert and Hans-Peter Scheffler},
  journal= {arXiv preprint arXiv:math/0602664},
  year   = {2016}
}

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27 pages