Related papers: Operator-stable and operator-self-similar random f…
Multivariate random fields whose distributions are invariant under operator-scalings in both time-domain and state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are…
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…
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…
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…
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…
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…
Max-stable random fields can be constructed according to Schlather (2002) with a random function or a stationary process and a kind of random event magnitude. These are applied for the modelling of natural hazards. We simply extend these…
Open and Closed super-string field theories are constructed in an event-symmetric target space. The partition functions of Statistical and Quantum models are constructed in terms of invariants defined on Lie-algebra representations. An…
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…
Let $M$ be a $B$-probability space. Assume that $B$ itself is a $D$-probability space; then $M$ can be viewed as $D$-probability space as well. Let $X$ be in $M$. We look at the question of relating the properties of $X$ as $B$-valued…
We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…
Considering a fluctuating scalar field on momentum space, some relativistic statistical field theories are constructed. A Hilbert space of observables is then constructed from functionals of the fluctuating scalar field with an inner…
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 paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${\mathbb R}^m$-valued self-similar fields $\{{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}^d \}$, their domains of…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
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…
Eigenfunctions and eigenvalues of the free magnetic Schr\"odinger operator, describing a spinless particle confined to an infinite layer of fixed width, are discussed in detail. The eigenfunctions are realized as an orthonormal basis of a…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…