Hölder regularity for operator scaling stable random fields

DOI10.1016/J.SPA.2008.10.008zbMATH Open1183.60016arXivmath/0702050OpenAlexW4300709593MaRDI QIDQ2389229FDOQ2389229

Authors: Hermine Biermé, Céline Lacaux 

Publication date: 15 July 2009

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

Abstract: We investigate the sample paths regularity of operator scaling alpha-stable random fields. Such fields were introduced as anisotropic generalizations of self-similar fields and satisfy a scaling property for a real matrix E. In the case of harmonizable operator scaling random fields, the sample paths are locally H"{o}lderian and their H"{o}lder regularity is characterized by the eigen decomposition with respect to E. In particular, the directional H"{o}lder regularity may vary and is given by the eigenvalues of E. In the case of moving average operator scaling random alpha-stable random fields, with 0<alpha<2, the sample paths are almost surely discontinous.

Full work available at URL: https://arxiv.org/abs/math/0702050

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zbMATH Keywords

Hausdorff dimensionoperator scaling random fieldsstable and Gaussian lawsHölder regularity

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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Cited In (30)

• On the carrying dimension of occupation measures for self-affine random fields
• Domain and range symmetries of operator fractional Brownian fields
• Operator scaling stable random fields
• Fast and exact synthesis of some operator scaling Gaussian random fields
• Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times
• Multi-operator scaling random fields
• On integral representations of operator fractional Brownian fields
• Exact moduli of continuity for operator-scaling Gaussian random fields
• Hölder versions of Banach space valued random fields
• Exponents of operator self-similar random fields
• Real harmonizable multifractional stable process and its local properties
• Maximal moments and uniform modulus of continuity for stable random fields
• Sample path properties of multidimensional integral with respect to stochastic measure
• Path properties of index-\(\beta\) stable fields
• Multivariate tempered stable random fields
• Sample path properties of generalized random sheets with operator scaling
• Wavelet series representation and geometric properties of harmonizable fractional stable sheets
• Multivariate operator-self-similar random fields
• Fractional stable random fields on the Sierpiński gasket
• Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures
• Strong laws of large numbers for arrays of random variables and stable random fields
• Operator-stable and operator-self-similar random fields
• Log-operator scaling random fields
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Stationary increments harmonizable stable fields: upper estimates on path behaviour
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• Uniform modulus of continuity of random fields
• Hausdorff and packing dimensions of the images of random fields
• The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
• Generalized operator-scaling random ball model

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