An optimality result about sample path properties of operator scaling Gaussian random fields

zbMATH1389.60053MaRDI QIDQ5264664FDOQ5264664

Authors Marianne Clausel, Béatrice Vedel

Publication date 27 July 2015

Full work available at URL https://arxiv.org/abs/1302.0818

zbMATH Keywords

anisotropyanisotropic Besov spacessample paths propertiesoperator scaling Gaussian random field

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Abstract: We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of anisotropic self-similar random fields as anisotropic Fractional Brownian Motion. Some characteristic properties of the anisotropy are revealed by the regularity of the sample paths. The sharpest way of measuring smoothness is related to these anisotropies and thus to the geometry of these fields.

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(7)

• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Sample path properties of generalized random sheets with operator scaling
• On integral representations of operator fractional Brownian fields
• Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
• Two-step wavelet-based estimation for Gaussian mixed fractional processes
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
• Domain and range symmetries of operator fractional Brownian fields

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