Some families of random fields related to multiparameter L\'evy processes
Probability
2023-05-31 v3
Abstract
Let . We here consider a class of random fields which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are represented as pseudo-differential operators. We also consider the composition of by means of the so-called subordinator fields and we provide a Phillips formula. We finally study the composition of by means of the so-called inverse random fields, which gives rise to interesting long range dependence properties. As a byproduct of our analysis, we study a model of anomalous diffusion in an anisotropic medium which extends the one treated in [8].
Keywords
Cite
@article{arxiv.2211.00346,
title = {Some families of random fields related to multiparameter L\'evy processes},
author = {Francesco Iafrate and Costantino Ricciuti},
journal= {arXiv preprint arXiv:2211.00346},
year = {2023}
}