相关论文: Operator Scaling Stable Random Fields
For a large class of integral operators or second order differential operators, their isospectral (or cospectral) operators are constructed explicitly in terms of $h$-transform (duality). This provides us a simple way to extend the known…
Tight frames can be characterized as those frames which possess optimal numerical stability properties. In this paper, we consider the question of modifying a general frame to generate a tight frame by rescaling its frame vectors; a process…
Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…
The four types of homogeneity -- additive, multiplicative, exponential, and logarithmic -- are generalized as transformations describing how a function $f$ changes under scaling or shifting of its arguments. These generalized homogeneity…
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…
We consider pseudodifferential operators on functions on $\R^{n+1}$ which commute with the Euler operator, and can thus be restricted to spaces of functions homogeneous of some given degree. Their symbols can be regarded as functions on a…
We show homogenization for a family of $\mathbb{R}^d$-valued stable-like processes $(X_t^{\epsilon;\theta})_{t\ge 0}$, $\epsilon\in(0,1]$, whose (random) Fourier symbols equal…
We introduce the notions of scaling transition and distributional long-range dependence for stationary random fields $Y$ on $\mathbb {Z}^2$ whose normalized partial sums on rectangles with sides growing at rates $O(n)$ and $O(n^{\gamma})$…
This paper deals with measurable stationary symmetric stable random fields indexed by R^d and their relationship with the ergodic theory of nonsingular R^d-actions. Based on the phenomenal work of Rosinski(2000), we establish extensions of…
We consider questions related to a quantization scheme in which a classical variable f:\Omega\to R on a phase space \Omega is associated with a semispectral measure E^f, such that the moment operators of E^f are required to be of the form…
An operator fractional Brownian field (OFBF) is a Gaussian, stationary increment R^n-valued random field on R^m that satisfies the operator self-similarity property {X(c^E t)}_{t in R^m} L= {c^H X(t)}_{t in R^m}, c > 0, for two matrix…
We consider linear spectral-meromorphic (s-meromorphic) OD operators at the real axis such that all local solutions to the eigenvalue problems are meromorphic for all $\lambda$. By definition, rank one algebro-geometrical operator $L$ admit…
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…
We use the techniques developed in [1] to study the local average of random fields with spectral density $1/f^{\alpha}$. We study their scaling properties and show that the self-similarity of $1/f$ random fields is preserved under the local…
A system of stochastic differential equations for the velocity and density of a classical self-gravitating matter is investigated by means of the field theoretic renormalization group. The existence of two types of large-scale scaling…
The fluctuations of scalar fields, that are invariant under rotations of the worldvolume, in Euclidian signature, can be described by a system of Langevin equations. These equations can be understood as defining a change of variables in the…
Let $A$ be an operator on {a separable } Hilbert space $\cH$, and let $G \subset \cH$. It is known that - under appropriate conditions on $A$ and $G$ - the set of iterations $F_G(A)= \{A^j \gbf \; | \; \gbf \in G, \; 0 \leq j \leq L(\gbf)…
We establish anomalous inertial range scaling of structure functions for a model of advection of a passive scalar by a random velocity field. The velocity statistics is taken gaussian with decorrelation in time and velocity differences…
We present here an explicit form of the random spectral measure element, what allows us to express a stationary random field as a stochastic integral explicitly depending on its power spectrum and a spectral tensor if the field is a vector…
The `mechanization' is a procedure of replacing a scalar field in 1+1 dimensions with a piece-wise linear function, i.e. a finite graph consisting of $N$ joints (vertices) and straight segments (edges). As a result, the field theory is…