Multi-operator scaling random fields
The authors define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. These random fields locally look like operator scaling random fields, whose order is allowed to vary along the sample paths. The authors proof an upper bound of the modulus of continuity. From the point-of-view of stochastic modeling, it is interesting that the pointwise Hölder exponents as well as the matrix, which drives the anisotropic behavior, may vary with the position \(x\). The main tools used in the paper include the LePage series representation and a careful analysis of polar coordinates as it was introduced in [\textit{M. M. Meerschaert} and \textit{H.-P. Scheffler}, Limit distributions for sums of independent random vectors. Heavy tails in theory and practice. Chichester: Wiley (2001; Zbl 0990.60003)]. Possible applications of the new class of random fields may be found in modeling internet traffic, hydrology, geophysics and financial markets.
- Hölder regularity for operator scaling stable random fields
- Operator scaling stable random fields
- Multivariate operator-self-similar random fields
- Local nondeterminism and joint continuity of the local times for operator-scaling stable random fields
- Operator-stable and operator-self-similar random fields
- Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
- EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
- The structure of harmonizable isotropic random fields
- Elliptic Gaussian random processes
- Fractional Brownian Motions, Fractional Noises and Applications
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- Hölder continuity of sample paths of some self-similar stable processes
- Hölder regularity for operator scaling stable random fields
- Identification of filtered white noises
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
- On the modulus of continuity of sample functions of Gaussian processes
- Operator scaling stable random fields
- Path properties of the linear multifractional stable motion
- Properties of strong local nondeterminism and local times of stable random fields
- Real harmonizable multifractional Lévy motions
- Stochastic 2-microlocal analysis
- The generalized multifractional Brownian motion
- Uniform modulus of continuity of random fields
- Virtual super resolution of scale invariant textured images using multifractal stochastic processes
- Stationary increments harmonizable stable fields: upper estimates on path behaviour
- Statistical tests of heterogeneity for anisotropic multifractional Brownian fields
- Exact moduli of continuity for operator-scaling Gaussian random fields
- Hölder regularity for operator scaling stable random fields
- Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
- Intermittent random fields. I: Fields with symmetric increments
- Intermittent random fields. II: Fields with asymmetric increments
- Stationary and multi-self-similar random fields with stochastic volatility
- Log-operator scaling random fields
- EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
- Parameter estimation for operator scaling random fields
- Generalized operator-scaling random ball model
- Efficient generation of multi-scale random fields: A hierarchical approach
- Multi operator-stable random measures and fields
- An optimality result about sample path properties of operator scaling Gaussian random fields
- Operational Characterization of Scattered MCFLs
- Multiscale Covariance Fields, Local Scales, and Shape Transforms
- Multivariate operator-self-similar random fields
- Multi-scale invariant fields: estimation and prediction
- Fractional stable random fields on the Sierpiński gasket
- Harmonizable multifractional stable field: sharp results on sample path behavior
- Operator scaling stable random fields
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