On locally self-similar fractional random fields indexed by a manifold - Archive ouverte HAL
Article Dans Une Revue Stochastics: An International Journal of Probability and Stochastic Processes Année : 2013

On locally self-similar fractional random fields indexed by a manifold

Résumé

Local self-similarity for Euclidean random fields has been introduced since a while. In this paper, we define local self-similarity for manifold indexed random fields. We study the properties of the tangent field. In the Gaussian and stable cases, we obtain the expected relations between the fractional index and the stability index. We then give examples.
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Dates et versions

hal-00193203 , version 1 (03-12-2007)
hal-00193203 , version 2 (14-11-2011)

Identifiants

Citer

Jacques Istas, Céline Lacaux. On locally self-similar fractional random fields indexed by a manifold. Stochastics: An International Journal of Probability and Stochastic Processes, 2013, 85 (3), pp.489-499. ⟨10.1080/17442508.2012.654609⟩. ⟨hal-00193203v2⟩
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