Operator Scaling Stable Random Fields - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2007

Operator Scaling Stable Random Fields

Hermine Biermé
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Hans-Peter Scheffler
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Résumé

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 operator scaling random fields by utilizing so called E-homogeneous functions. These fields also have stationary increments and are stochastically continuous. In the Gaussian case critical Hölder-exponents and the Hausdorff-dimension of the sample paths are also obtained.
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Dates et versions

hal-00019844 , version 1 (28-02-2006)

Identifiants

Citer

Hermine Biermé, Mark Meerschaert, Hans-Peter Scheffler. Operator Scaling Stable Random Fields. Stochastic Processes and their Applications, 2007, 117 (3), pp.312-332. ⟨10.1016/j.spa.2006.07.004⟩. ⟨hal-00019844⟩
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