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Operator fractional Brownian fields (OFBFs) are Gaussian, stationary-increment vector random fields that satisfy the operator self-similarity relation {X(c^{E}t)}_{t in R^m} L= {c^{H}X(t)}_{t in R^m}. We establish a general harmonizable…

Probability · Mathematics 2014-05-26 Changryong Baek , Gustavo Didier , Vladas Pipiras

Operator fractional Brownian motions (OFBMs) are zero mean, operator self-similar (o.s.s.), Gaussian processes with stationary increments. They generalize univariate fractional Brownian motions to the multivariate context. It is well-known…

Probability · Mathematics 2011-01-25 Gustavo Didier , Vladas Pipiras

Operator fractional Brownian motions (OFBMs) are (i) Gaussian, (ii) operator self-similar and (iii) stationary increment processes. They are the natural multivariate generalizations of the well-studied fractional Brownian motions. Because…

Statistics Theory · Mathematics 2011-02-10 Gustavo Didier , Vladas Pipiras

Extensions of the fractional Brownian fields are constructed over a complete Riemannian manifold. This construction is carried out for the full range of the Hurst parameter $\alpha\in(0,1)$. In particular, we establish existence,…

Probability · Mathematics 2013-02-19 Zachary Gelbaum

Self-similarity is widely considered the reference framework for modeling the scaling properties of real-world data. However, most theoretical studies and their practical use have remained univariate. Operator Fractional Brownian Motion…

Probability · Mathematics 2016-09-07 Jordan Frecon , Gustavo Didier , Nelly Pustelnik , Patrice Abry

Lorentz invariant quantum field theories (QFTs) with fermions in four spacetime dimensions (4D) have a $\mathbb{Z}_4$ symmetry provided there exists a basis of operators in the QFT where all operators have even operator dimension, $d$,…

High Energy Physics - Theory · Physics 2025-02-04 Christopher W. Murphy

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…

Probability · Mathematics 2011-04-06 Marianne Clausel--Lesourd , Béatrice Vedel

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…

Probability · Mathematics 2020-02-25 G. Didier , S. Kanamori , F. Sabzikar

For fractional Brownian motion with Hurst parameter H the Berman constant is defined. In this paper we consider a general random field (rf) Z that is a spectral rf of some stationary max-stable rf X and derive the properties of the…

Probability · Mathematics 2022-11-10 Krzysztof Dębicki , Enkelejd Hashorva , Zbigniew Michna

Operator fractional Brownian motion (OFBM) is the natural vector-valued extension of the univariate fractional Brownian motion. Instead of a scalar parameter, the law of an OFBM scales according to a Hurst matrix that affects every…

Probability · Mathematics 2015-09-17 Patrice Abry , Gustavo Didier

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation…

Numerical Analysis · Mathematics 2022-11-24 Ben Adcock , Daan Huybrechs , Cécile Piret

While multifractal spectra are convex, general field theoretic arguments show that power of field operators $\phi^f$ yield a concave spectrum of exponents as function of $f$. This is resolved by appropriate choice of operators to describe…

Condensed Matter · Physics 2007-05-23 Christian von Ferber , Yurij Holovatch

In this paper we examine boundedness of fractional maximal operator. The main focus is on commutators and maximal commutators on generalized Orlicz spaces for fractional maximal functions and Riesz potentials. We prove their boundedness…

Functional Analysis · Mathematics 2021-06-16 Arttu Karppinen

Safe real-time control of robotic manipulators in unstructured environments requires handling numerous safety constraints without compromising task performance. Traditional approaches, such as artificial potential fields (APFs), suffer from…

Robotics · Computer Science 2025-10-21 Daniel Morton , Marco Pavone

We develop further the theory of symmetrization of fractional Laplacian operators contained in recent works of two of the authors. The theory leads to optimal estimates in the form of concentration comparison inequalities for both elliptic…

Analysis of PDEs · Mathematics 2015-06-25 Yannick Sire , Juan Luis Vazquez , Bruno Volzone

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…

Probability · Mathematics 2019-07-29 Yi Shen , Yizao Wang

We discuss a family of random fields indexed by a parameter $s\in \mathbb{R}$ which we call the fractional Gaussian fields, given by \[ \mathrm{FGF}_s(\mathbb{R}^d)=(-\Delta)^{-s/2} W, \] where $W$ is a white noise on $\mathbb{R}^d$ and…

Probability · Mathematics 2016-02-08 Asad Lodhia , Scott Sheffield , Xin Sun , Samuel S. Watson

The boundary operator is a linear operator that acts on a collection of high-dimensional binary points (simplices) and maps them to their boundaries. This boundary map is one of the key components in numerous applications, including…

This paper provides yet another look at the mixed fractional Brownian motion (fBm), this time, from the spectral perspective. We derive an approximation for the eigenvalues of its covariance operator, asymptotically accurate up to the…

Probability · Mathematics 2019-12-25 P. Chigansky , M. Kleptsyna , D. Marushkevych

This paper presents a new model of textures, obtained as realizations of a new class of fractional Brownian fields. These fields, called weighted tensorized fractional Brownian fields, are obtained by a relaxation of the tensor-product…

Probability · Mathematics 2025-04-10 Céline Esser , Claire Launay , Laurent Loosveldt , Béatrice Vedel
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