Locally self-similar fields

MaRDI QIDQ3078267zbMATH OpenFDO

Authors Serge Cohen

Publication date 18 February 2011

zbMATH Keywords

fractional Brownian motionharmonizable representationKarhunen-Loeve expansionmulti-fractional Brownian motionrandom fieldsreproducing kernel Hilbert spaceself-similaritystationary processes

Mathematics Subject Classification ID

Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Stationary stochastic processes (60G10) Gaussian processes (60G15) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60)

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Cited in

(6)

• Fields with exceptional tangent fields
• Local stationarity and simulation of self-affine intrinsic random functions
• scientific article; zbMATH DE number 802853 (Why is no real title available?)
• Multifractional stochastic fields. Wavelet strategies in multifractional frameworks
• Selfdecomposable fields
• On locally self-similar fractional random fields indexed by a manifold

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