An optimality result about sample path properties of Operator Scaling Gaussian Random Fields
Probability
2013-02-05 v1
Abstract
We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of anisotropic self-similar random fields as anisotropic Fractional Brownian Motion. Some characteristic properties of the anisotropy are revealed by the regularity of the sample paths. The sharpest way of measuring smoothness is related to these anisotropies and thus to the geometry of these fields.
Keywords
Cite
@article{arxiv.1302.0818,
title = {An optimality result about sample path properties of Operator Scaling Gaussian Random Fields},
author = {M. Clausel and B. Vedel},
journal= {arXiv preprint arXiv:1302.0818},
year = {2013}
}