Exponents, symmetry groups and classification of operator fractional Brownian motions

DOI10.1007/s10959-011-0348-5zbMath1259.60041arXiv1101.4563OpenAlexW2154993037MaRDI QIDQ430984

Gustavo Didier, Vladas Pipiras

Publication date: 26 June 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.4563

zbMATH Keywords

symmetry groupsexponentscommutativityorthogonal matricesoperator fractional Brownian motionsoperator self-similarityspectral domain representations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

Related Items (12)

Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation ⋮ On operator fractional Lévy motion: integral representations and time-reversibility ⋮ Limit theorems for functionals of Gaussian vectors ⋮ Convergence in law to operator fractional Brownian motions ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ On the carrying dimension of occupation measures for self-affine random fields ⋮ Convergence in law to operator fractional Brownian motion of Riemann-Liouville type ⋮ Wavelet eigenvalue regression in high dimensions ⋮ On integral representations of operator fractional Brownian fields ⋮ Exponents of operator self-similar random fields ⋮ Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes

Cites Work

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• Covariance function of vector self-similar processes
• Operator-stable laws
• Operator self similar stochastic processes in \(R^ n\).
• Symmetry groups of Markov processes
• Scaling limits of Gaussian vector fields
• The structure of the exponents and symmetries of an operator stable measure
• Operator-self-similar stable processes
• Symmetry groups in \(d\)-space
• Spectral decomposition for operator self-similar processes and their generalized domains of attraction
• Self-similar processes with independent increments
• Parameter estimation of selfsimilarity exponents
• Commutativity in Finite Matrices
• Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Limit theorems related to a class of operator-self-similar processes
• Convergence of types in k-space
• Operator-Stable Probability Distributions on Vector Groups

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