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Article Dans Une Revue Stochastic Processes and their Applications Année : 2009

Hölder regularity for operator scaling stable random fields

Hermine Biermé
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Céline Lacaux

Résumé

We investigate the sample paths regularity of operator scaling alpha-stable random fields. Such fields were introduced as anisotropic generalizations of self-similar fields and satisfy a scaling property for a real matrix E. In the case of harmonizable operator scaling random fields, the sample paths are locally Hölderian and their Hölder regularity is characterized by the eigen decomposition with respect to E. In particular, the directional Hölder regularity may vary and is given by the eigenvalues of E. In the case of moving average operator scaling random alpha-stable random fields, with alpha<2, the sample paths are almost surely discontinous.
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Dates et versions

hal-00128730 , version 1 (02-02-2007)
hal-00128730 , version 2 (07-02-2007)

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Citer

Hermine Biermé, Céline Lacaux. Hölder regularity for operator scaling stable random fields. Stochastic Processes and their Applications, 2009, 119 (7), pp.2222-2248. ⟨hal-00128730v2⟩
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