Related papers: An optimality result about sample path properties …
In previous works, we proposed a method to characterize jointly self-similarity and anisotropy properties of a large class of self--similar Gaussian random fields. We provide here a mathematical analysis of our approach, proving that the…
In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $\S^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the…
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…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…
We propose an explicit way to generate a large class of Operator scaling Gaussian random fields (OSGRF). Such fields are anisotropic generalizations of selfsimilar fields. More specifically, we are able to construct any Gaussian field…
Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…
We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random…
In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…
We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independent or completely dependent increments along one or both…
The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are applied to random fields related to stochastic heat equations…
Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…
Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…
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…
We study how sampling geometry contributes to uncertainty in modeling spatial geophysical observations as sampled random fields characterized by stationary, isotropic, parametric covariance functions. We incorporate the signature of…
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…
We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including…
This appendix provides a short proof for sample path continuity of the Brownian motion induced by an arbitrary centered Gaussian measure on a separable Banach space, and also some perturbation results for the spectrum of compact…
This paper presents a new framework for oriented texture modeling. We introduce a new class of Gaussian fields, called Locally Anisotropic Fractional Brownian Fields, with prescribed local orientation at any point. These fields are a local…
We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…
Model of a passive scalar field advected by the compressible Gaussian strongly anisotropic velocity field with the covariance $\propto \delta(t-t^{\prime})|{\bf x}-{\bf x^{\prime}}|^{2\epsilon}$ is studied by using the field theoretic…