Domain and range symmetries of operator fractional Brownian fields

DOI10.1016/j.spa.2017.04.003zbMath1386.60145arXiv1609.01007MaRDI QIDQ1683808

Mark M. Meerschaert, Vladas Pipiras, Gustavo Didier

Publication date: 1 December 2017

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

Full work available at URL: https://arxiv.org/abs/1609.01007

zbMATH Keywords

anisotropy; symmetry group; long range dependence; operator self-similarity; operator scaling; operator fractional Brownian field

Mathematics Subject Classification ID

60G15: Gaussian processes

60G18: Self-similar stochastic processes

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