Operator scaling stable random fields

DOI10.1016/J.SPA.2006.07.004zbMATH Open1111.60033arXivmath/0602664OpenAlexW2151184871MaRDI QIDQ869100FDOQ869100

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)

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.

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

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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)

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Cited In (82)

• Parameter estimation for operator scaling random fields
• Local times of multifractional Brownian sheets
• Polar functions for anisotropic Gaussian random fields
• Baire generic results for the anisotropic multifractal formalism
• Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
• On multivariate fractional random fields: tempering and operator-stable laws
• Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
• Scaling transition for nonlinear random fields with long-range dependence
• Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
• Local Whittle estimator for anisotropic random fields
• About atomless random measures on \(\delta \)-rings
• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Domain and range symmetries of operator fractional Brownian fields
• Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
• Chung's law of the iterated logarithm for anisotropic Gaussian random fields
• Lamperti-Type Theorems for Random Fields
• Occupation time fluctuations of weakly degenerate branching systems
• Operator-scaling Gaussian random fields via aggregation
• Uniform dimension results for Gaussian random fields
• Multi-operator scaling random fields
• Hölder regularity for operator scaling stable random fields
• On integral representations of operator fractional Brownian fields
• Exact moduli of continuity for operator-scaling Gaussian random fields
• Exponents of operator self-similar random fields
• Convergence in law to operator fractional Brownian motions
• Properties of strong local nondeterminism and local times of stable random fields
• Gaussian and sparse processes are limits of generalized Poisson processes
• Multi operator-stable random measures and fields
• Fast simulation for Gaussian random fields on compact Riemannian manifolds
• Strongly convex optimization for joint fractal feature estimation and texture segmentation
• A class of fractional Brownian fields from branching systems and their regularity properties
• Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
• Some remarks on definitions of memory for stationary random processes and fields
• Multivariate tempered stable random fields
• Sample path properties of generalized random sheets with operator scaling
• A note on operator self-similar Gaussian vector fields
• Gaussian fields satisfying simultaneous operator scaling relations
• Multivariate operator-self-similar random fields
• Virtual super resolution of scale invariant textured images using multifractal stochastic processes
• Aggregation of autoregressive random fields and anisotropic long-range dependence
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
• Operator-stable and operator-self-similar random fields
• Anisotropic scaling limits of long-range dependent random fields
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Fluctuation limits of site-dependent branching systems in critical and large dimensions
• Estimation of self-similar Gaussian fields using wavelet transform
• Implicit max-stable extremal integrals
• Dilatively stable stochastic processes and aggregate similarity
• Fluctuation limits of strongly degenerate branching systems
• Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability
• Packing dimension of space-time anisotropic Gaussian random fields
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• From random partitions to fractional Brownian sheets
• Aggregation of network traffic and anisotropic scaling of random fields
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• Scaling transition for long-range dependent Gaussian random fields
• The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
• Criteria of pointwise and uniform directional Lipschitz regularities on tensor products of Schauder functions
• A scalar-valued infinitely divisible random field with Pólya autocorrelation
• Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels
• Complex-order scale-invariant operators and self-similar processes
• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• On the carrying dimension of occupation measures for self-affine random fields
• Tangent fields, intrinsic stationarity, and self similarity
• Operator-stable-like processes
• Fast and exact synthesis of some operator scaling Gaussian random fields
• Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields
• Hurst estimation for operator scaling random fields
• Local scaling limits of Lévy driven fractional random fields
• Wavelet series representation and geometric properties of harmonizable fractional stable sheets
• An optimal uniform modulus of continuity for harmonizable fractional stable motion
• Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes
• On Lamperti transformation and AR(1) type characterisations of discrete random fields
• Fractional stable random fields on the Sierpiński gasket
• Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures
• Multifractal analysis of rectangular pointwise regularity with hyperbolic wavelet bases
• On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
• Statistical tests of heterogeneity for anisotropic multifractional Brownian fields
• Directional multifractal analysis in the \(L^p\) setting
• Simulation of a local time fractional stable motion
• Two-step wavelet-based estimation for Gaussian mixed fractional processes
• Generalized operator-scaling random ball model

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