Operator-stable and operator-self-similar random fields

DOI10.1016/J.SPA.2018.11.013MaRDI QIDQ2274270zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 19 September 2019

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

Full work available at URL https://arxiv.org/abs/1711.08648

zbMATH Keywords

operator-self-similar random fields

Mathematics Subject Classification ID

Random fields (60G60) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

Abstract: Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields $mathbbX=X(t):tinmathbb{R}^d$ with values in $mathbb{R}^m$ are invariant in law under operator-scaling in both the time-domain and the state-space. The construction is based on operator-stable random measures utilising certain homogeneous functions.

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Cited in

(19)

• On operator fractional Lévy motion: integral representations and time-reversibility
• Multivariate tempered stable random fields
• About atomless random measures on \(\delta \)-rings
• Traces of random operators associated with self-affine Delone sets and Shubin's formula
• Stationary and multi-self-similar random fields with stochastic volatility
• Shift-invariant homogeneous classes of random fields
• Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
• On multivariate fractional random fields: tempering and operator-stable laws
• Higher-order derivative of local times for space-time anisotropic Gaussian random fields
• Multivariate operator-self-similar random fields
• Wavelet series representation and geometric properties of harmonizable fractional stable sheets
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• Multi-operator scaling random fields
• Operator-stable-like processes
• Operator self-similar processes on Banach spaces
• Construction of stationary self-similar generalized fields by random wavelet expansion
• Complex-order scale-invariant operators and self-similar processes
• scientific article; zbMATH DE number 3930021 (Why is no real title available?)
• Multi operator-stable random measures and fields

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