Multivariate operator-self-similar random fields

DOI10.1016/j.spa.2011.02.005zbMath1217.60040arXiv1104.0059OpenAlexW2088929085MaRDI QIDQ544513

Yimin Xiao, Yu-Qiang Li

Publication date: 15 June 2011

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

Full work available at URL: https://arxiv.org/abs/1104.0059

zbMATH Keywords

anisotropyrandom fieldsGaussian random fieldsstochastic integral representationoperator-self-similaritystable random fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Self-similar stochastic processes (60G18)

Related Items (29)

Tangent fields, intrinsic stationarity, and self similarity ⋮ Some remarks on definitions of memory for stationary random processes and fields ⋮ Hitting probabilities and intersections of time-space anisotropic random fields ⋮ Wavelet series representation and geometric properties of harmonizable fractional stable sheets ⋮ Occupation time fluctuations of weakly degenerate branching systems ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ On intersections of independent anisotropic Gaussian random fields ⋮ Linear SPDEs driven by stationary random distributions ⋮ On the carrying dimension of occupation measures for self-affine random fields ⋮ Multiple intersections of space-time anisotropic Gaussian fields ⋮ Fluctuation limits of site-dependent branching systems in critical and large dimensions ⋮ Lamperti-Type Theorems for Random Fields ⋮ On intersections of independent space-time anisotropic Gaussian fields ⋮ The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields ⋮ On multivariate fractional random fields: tempering and operator-stable laws ⋮ On integral representations of operator fractional Brownian fields ⋮ About atomless random measures on \(\delta \)-rings ⋮ Operator-stable and operator-self-similar random fields ⋮ Implicit max-stable extremal integrals ⋮ Exponents of operator self-similar random fields ⋮ Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion ⋮ Multivariate tempered stable random fields ⋮ On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments ⋮ Packing dimension of space-time anisotropic Gaussian random fields ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes ⋮ Multi operator-stable random measures and fields ⋮ A CLASS OF FRACTIONAL BROWNIAN FIELDS FROM BRANCHING SYSTEMS AND THEIR REGULARITY PROPERTIES ⋮ Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations ⋮ Exact moduli of continuity for operator-scaling Gaussian random fields

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Integral representations and properties of operator fractional Brownian motions
• Operator scaling stable random fields
• Multiple local Whittle estimation in stationary systems
• Operator self similar stochastic processes in \(R^ n\).
• Operator-self-similar stable processes
• Anisotropic analysis of some Gaussian models
• Group self-similar stable processes in \(\mathbb R^d\)
• Decomposition of stationary \(\alpha\)-stable random fields.
• Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
• On the structure of stationary stable processes
• Self-similar processes with independent increments
• Hölder regularity for operator scaling stable random fields
• Stationary symmetric \(\alpha\)-stable discrete parameter random fields
• Uniform modulus of continuity of random fields
• Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
• Fractal Analysis of Surface Roughness by Using Spatial Data
• Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Semi-Stable Stochastic Processes
• Matérn Cross-Covariance Functions for Multivariate Random Fields
• Cross-covariance functions for multivariate random fields based on latent dimensions
• Operator-Stable Probability Distributions on Vector Groups

This page was built for publication: Multivariate operator-self-similar random fields