Domain and range symmetries of operator fractional Brownian fields
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Abstract: An operator fractional Brownian field (OFBF) is a Gaussian, stationary increment R^n-valued random field on R^m that satisfies the operator self-similarity property {X(c^E t)}_{t in R^m} L= {c^H X(t)}_{t in R^m}, c > 0, for two matrix exponents (E,H). In this paper, we characterize the domain and range symmetries of OFBF, respectively, as maximal groups with respect to equivalence classes generated by orbits and, based on a new anisotropic polar-harmonizable representation of OFBF, as intersections of centralizers. We also describe the sets of possible pairs of domain and range symmetry groups in dimensions (m,1) and (2,2).
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Cites work
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Cited in
(13)- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- On multivariate fractional random fields: tempering and operator-stable laws
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- Tangent fields, intrinsic stationarity, and self similarity
- Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
- On integral representations of operator fractional Brownian fields
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- Exponents, symmetry groups and classification of operator fractional Brownian motions
- On operator fractional Lévy motion: integral representations and time-reversibility
- Integral representations and properties of operator fractional Brownian motions
- The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
- Multivariate Matérn models -- a spectral approach
- Modeling spatio-temporal transport: from rigid advection to realistic dynamics
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