Exact moduli of continuity for operator-scaling Gaussian random fields
Statistics Theory
2015-06-03 v1 Statistics Theory
Abstract
Let be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Bierm\'{e}, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that satisfies a form of strong local nondeterminism and establish its exact uniform and local moduli of continuity. The main results are expressed in terms of the quasi-metric associated with the scaling exponent of . Examples are provided to illustrate the subtle changes of the regularity properties.
Cite
@article{arxiv.1506.00850,
title = {Exact moduli of continuity for operator-scaling Gaussian random fields},
author = {Yuqiang Li and Wensheng Wang and Yimin Xiao},
journal= {arXiv preprint arXiv:1506.00850},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.3150/13-BEJ593 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)