Complex-Order Scale-Invariant Operators and Self-Similar Processes

MaRDI QIDQ6402787zbMATH OpenFDO

Authors Arash A. Amini, Julien Fageot, M. Unser

Publication date 21 June 2022

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

Abstract: Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also belong to this family. In this paper, we extend the fractional operators to complex-order operators by constructing them in the Fourier domain. We analyze these operators in details with a special emphasis on the decay properties of the outputs. We further use these operators to introduce a family of complex-valued stable processes that are self-similar with complex-valued Hurst indices. These processes are expressed via the characteristic functionals over the Schwartz space of functions. Besides the self-similarity and stationarity, we study the regularity (in terms of Sobolev spaces) of the proposed processes.

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