Multi-operator Scaling Random Fields

Abstract : In this paper, we define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. Actually, they locally look like operator scaling random fields whose order is allowed to vary along the sample paths. We also give an upper bound of their modulus of continuity. Their pointwise Hölder exponents may also vary with the position x and their anisotropic behavior is driven by a matrix which may also depend on x.
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Stochastic Processes and their Applications, Elsevier, 2011, 121 (11), pp.2642-2677. <10.1016/j.spa.2011.07.002>
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Dernière modification le : mardi 11 octobre 2016 - 14:11:47
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Hermine Biermé, Céline Lacaux, Hans-Peter Scheffler. Multi-operator Scaling Random Fields. Stochastic Processes and their Applications, Elsevier, 2011, 121 (11), pp.2642-2677. <10.1016/j.spa.2011.07.002>. <hal-00551707v2>

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