Exponents of operator self-similar random fields

DOI10.1016/J.JMAA.2016.11.055zbMATH Open1357.60055arXiv1608.04650OpenAlexW2963159806MaRDI QIDQ730237FDOQ730237

Vladas Pipiras, Mark M. Meerschaert, Gustavo Didier

Publication date: 23 December 2016

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

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.

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

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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)

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Cited In (10)

• 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
• Lamperti-Type Theorems for Random Fields
• Spectral decomposition for operator self-similar processes and their generalized domains of attraction
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
• Operator-stable and operator-self-similar random fields
• Two-step wavelet-based estimation for Gaussian mixed fractional processes

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