Stationary self-similar random fields on the integer lattice.

DOI10.1016/S0304-4149(00)00051-XMaRDI QIDQ1879508zbMATH OpenFDO

Authors Zhiyi Chi

Publication date 22 September 2004

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

Full work available at URL https://doi.org/10.1016/S0304-4149(00)00051-X

zbMATH Keywords

invariance under independent scalingmultiple stochastic integralrandom wavelet expansionstationary self-similar process

Mathematics Subject Classification ID

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

Review text

The paper presents a construction of self-similar random fields on the integer lattice. The construction is based on random wavelet expansion, i.e. a given kernel (the mother wavelet) is translated and scaled w.r.t. a random measure. It is shown that the idea works provided kernel with a compact support or from Schwartz space of infinitely differentiable functions.

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Cites work

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Cited in

(7)

• On Gaussian self-similar random fields on a 2-adic plane
• Extremes of stationary random fields on a lattice
• A new random field on lattices
• Stationary and multi-self-similar random fields with stochastic volatility
• Local stationarity and simulation of self-affine intrinsic random functions
• scientific article; zbMATH DE number 936417 (Why is no real title available?)
• Construction of stationary self-similar generalized fields by random wavelet expansion

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