Hölder regularity for operator scaling stable random fields

DOI10.1016/J.SPA.2008.10.008MaRDI QIDQ2389229zbMATH OpenOpenAlexFDO

Authors Hermine Biermé, Céline Lacaux

Publication date 15 July 2009

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0702050

zbMATH Keywords

Hausdorff dimensionoperator scaling random fieldsstable and Gaussian lawsHölder regularity

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

Abstract: We investigate the sample paths regularity of operator scaling alpha-stable random fields. Such fields were introduced as anisotropic generalizations of self-similar fields and satisfy a scaling property for a real matrix E. In the case of harmonizable operator scaling random fields, the sample paths are locally H"{o}lderian and their H"{o}lder regularity is characterized by the eigen decomposition with respect to E. In particular, the directional H"{o}lder regularity may vary and is given by the eigenvalues of E. In the case of moving average operator scaling random alpha-stable random fields, with 0<alpha<2, the sample paths are almost surely discontinous.

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Cited in

(30)

• Generalized operator-scaling random ball model
• Domain and range symmetries of operator fractional Brownian fields
• On the carrying dimension of occupation measures for self-affine random fields
• Operator scaling stable random fields
• Fast and exact synthesis of some operator scaling Gaussian random fields
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