English

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 X={X(t):tRd}\mathbb{X}=\{X(t) : t \in \mathbb{R}^d \} with values in Rm\mathbb{R}^m 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}
}
R2 v1 2026-06-22T22:54:56.710Z