Hölder regularity for operator scaling stable random fields

Abstract : 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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Stochastic Processes and their Applications, Elsevier, 2009, 119 (7), pp.2222-2248
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https://hal.archives-ouvertes.fr/hal-00128730
Contributeur : Hermine Biermé <>
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Dernière modification le : mercredi 15 mars 2017 - 12:13:28
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Hermine Biermé, Céline Lacaux. Hölder regularity for operator scaling stable random fields. Stochastic Processes and their Applications, Elsevier, 2009, 119 (7), pp.2222-2248. <hal-00128730v2>

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