Piling of multiscale random models

Yann Demichel (1)

1 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5

This paper considers random balls in a D-dimensional Euclidean space whose centers are prescribed by a homogeneous Poisson point process and whose radii are forced to be in a finite interval with a power-law distribution. Random fields are constructed by counting the number of covering balls at each point. We are mainly interested in the simulation of these fields and in the empirical estimation of its index H. Finally simulations are given.

Mots clés: Random fields; Poisson fields; Fractional process; Poisson measures; Simulations; Estimation

Domaines: Probabilités [math.PR]; Statistiques [math.ST]; Théorie [stat.TH]

Yann Demichel. Piling of multiscale random models. 2010. ⟨hal-00474214⟩