Operator scaling stable random fields (Q869100): Difference between revisions

A scalar valued random field \(\{X(x)\}_{x\in\mathbb R^d}\) is called operator-scaling if for some \(d\times d\) matrix \(E\) with positive real parts of the eigenvalues and some \(H>0\) we have \[ \{X(c^Ex)\}_{x\in\mathbb R^d}\overset{\text{f.d.}}=\{c^HX(x)\}_{x\in\mathbb R^d}\text{ for all }c>0, \] where \(\overset{\text{f.d.}}=\) denotes equality of all finite-dimensional marginal distributions. We present a moving average and a harmonizable representation of stable operator scaling random fields by utilizing so called \(E\)-homogeneous functions \(\varphi\), satisfying \(\varphi(c^Ex)=c\varphi(x)\). 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.