A note on operator self-similar Gaussian vector fields

DOI10.1016/J.AML.2010.03.019MaRDI QIDQ979154zbMATH OpenOpenAlexFDO

Authors Hongshuai Dai, Zaiming Liu

Publication date 25 June 2010

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2010.03.019

zbMATH Keywords

operator self-similar processesGaussian vector fieldsoperator scaling limit

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Self-similar stochastic processes (60G18)

Recommendations

• Limit theorems for functionals of Gaussian vectors
• Multivariate operator-self-similar random fields
• Operator scaling stable random fields
• Operator-self-similar stable processes
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS

Cites work

• scientific article; zbMATH DE number 3127846 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 1478118 (Why is no real title available?)
• scientific article; zbMATH DE number 3103652 (Why is no real title available?)
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Operator scaling stable random fields
• Operator self similar stochastic processes in \(R^ n\).
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Operator-self-similar stable processes
• Sample path properties of self-similar processes with stationary increments
• Scaling limits of Gaussian vector fields
• Semi-Stable Stochastic Processes

Cited in

(6)

• Modeling and simulation with operator scaling
• Self-similarity equations and the $ p$-radius of operators
• Self-similar random fields and rescaled random balls models
• Log-operator scaling random fields
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Limit theorems for functionals of Gaussian vectors

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