Related papers: Multivariate Operator-Self-Similar Random Fields
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields $\mathbb{X}=\{X(t) : t \in \mathbb{R}^d \}$ with values in $\mathbb{R}^m$ are invariant in law under operator-scaling in both the…
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…
In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi…
We investigate the sample path regularity of multivariate operator-self-similar stable random fields with values in $\mathbb{R}^m$ given by a harmonizable representation. Such fields were introduced in [25] as a generalization of both…
If X(c^E t) and c^H X(t) have the same finite-dimensional distributions for some linear operators E and H, we say that the random vector field X(t) is operator self-similar. The exponents E and H are not unique in general, due to symmetry.…
In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…
Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating…
As a continuation of [GasparPopa] this paper treats the stationary and stationarily cross-correlated multivariate stochastic mappings. Moreover for the case of multivariate random distribution fields, a particular form for the operator…
In this paper we explore solvability of steady-state variational inequalities with multivalued operators. Moreover, we are studying the connections between the class of radially semi-continuous operators with semi-bounded variation and…
The theory of random sets is demonstrated to prove useful for the theory of random operators. A random operator is here defined by requiring the graph to be a random set. It is proved that the spectrum and the set of eigenvalues of random…
We study a class of perturbative scalar quantum field theories where dynamics is characterized by Lorentz-invariant or Lorentz-breaking non-local operators of fractional order and the underlying spacetime has a varying spectral dimension.…
Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also…
In the spectral theory of non-self-adjoint operators there is a well-known operation of product of operator colligations. Many similar operations appear in the theory of infinite-dimensional groups as multiplications of double cosets. We…
The divergence-like operator on an odd symplectic superspace which acts invariantly on a specially chosen odd vector field is considered. This operator is used to construct an odd invariant semidensity in a geometrically clear way. The…
We develop theory and software for rotation equivariant operators on scalar and vector fields, with diverse applications in simulation, optimization and machine learning. Rotation equivariance (covariance) means all fields in the system…
This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…
In this paper, we define a new and broad family of vector-valued random fields called tempered operator fractional operator-stable random fields (TRF, for short). TRF is typically non-Gaussian and generalizes tempered fractional stable…
This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…
We investigate the sample paths regularity of operator scaling alpha-stable random fields. Such fields were introduced as anisotropic generalizations of self-similar fields and satisfy a scaling property for a real matrix E. In the case of…
The elements of the class of non-homogeneous differential operators which are based on the same vector field, when viewed as acting on appropriate Hilbert spaces, are shown to be isomorphic to each other. It shown that the replacement of a…