Operator scaling stable random fields

DOI10.1016/J.SPA.2006.07.004MaRDI QIDQ869100zbMATHOpenAlexFDO

Authors Hermine Biermé, Mark M. Meerschaert, Hans-Peter Scheffler

Publication date 26 February 2007

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

Full work available at URL https://arxiv.org/abs/math/0602664

zbMATH Keywords

fractional random fields

Mathematics Subject Classification ID

Random fields (60G60) Functional limit theorems; invariance principles (60F17) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: A scalar valued random field is called operator-scaling if it satisfies a self-similarity property for some matrix E with positive real parts of the eigenvalues. We present a moving average and a harmonizable representation of stable operator scaling random fields by utilizing so called E-homogeneous functions. These fields also have stationary increments and are stochastically continuous. In the Gaussian case critical H"{o}lder-exponents and the Hausdorff-dimension of the sample paths are also obtained.

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Cited in

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