Operator scaling stable random fields

A scalar valued random field { X ( x ) } x ∈ R d is called operator-scaling if for some d × d matrix E with positive real parts of the eigenvalues and some H > 0 we have { X ( c E x ) } x ∈ R d = f . d . { c H X ( x ) } x ∈ R d for all  c > 0 , where = f . d . denotes equality of all finite-di...

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Veröffentlicht in:	Stochastic processes and their applications 2007-03, Vol.117 (3), p.312-332
Hauptverfasser:	Biermé, Hermine, Meerschaert, Mark M., Scheffler, Hans-Peter
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Fractional random fields Fractional random fields Operator scaling Limit theorems Mathematics Operator scaling Probability Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Stochastic analysis Stochastic processes
Online-Zugang:	Volltext
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