Operator-stable and operator-self-similar random fields
Probability
2017-12-15 v2
Abstract
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields with values in are invariant in law under operator-scaling in both the time-domain and the state-space. The construction is based on operator-stable random measures utilising certain homogeneous functions.
Keywords
Cite
@article{arxiv.1711.08648,
title = {Operator-stable and operator-self-similar random fields},
author = {Dustin Kremer and Hans-Peter Scheffler},
journal= {arXiv preprint arXiv:1711.08648},
year = {2017}
}