Exponents of operator self-similar random fields

DOI10.1016/J.JMAA.2016.11.055zbMATH Open1357.60055OpenAlexW2963159806MaRDI QIDQ730237FDOQ730237

Authors Gustavo Didier, Mark M. Meerschaert, Vladas Pipiras 

Publication date 23 December 2016

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.04650

zbMATH Keywords

Gaussian random fieldsanisotropyoperator scalingoperator self-similar random fields

Mathematics Subject Classification ID

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

Abstract: If X(c^E t) and c^H X(t) have the same finite-dimensional distributions for some linear operators E and H, we say that the random vector field X(t) is operator self-similar. The exponents E and H are not unique in general, due to symmetry. This paper characterizes the possible set of range exponents H for a given domain exponent, and conversely, the set of domain exponents E for a given range exponent.

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Cited In (11)

• On multivariate fractional random fields: tempering and operator-stable laws
• On the carrying dimension of occupation measures for self-affine random fields
• Tangent fields, intrinsic stationarity, and self similarity
• Domain and range symmetries of operator fractional Brownian fields
• Fast and exact synthesis of some operator scaling Gaussian random fields
• Spectral decomposition for operator self-similar processes and their generalized domains of attraction
• Multivariate operator-self-similar random fields
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
• Operator-stable and operator-self-similar random fields
• Lamperti-type theorems for random fields
• Two-step wavelet-based estimation for Gaussian mixed fractional processes

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