Sample Path Properties of Generalized Random Sheets with Operator Scaling

We consider operator scaling α -stable random sheets, which were introduced in Hoffmann (Operator scaling stable random sheets with application to binary mixtures. Dissertation Universität Siegen, 2011). The idea behind such fields is to combine the properties of operator scaling α -stable random fi...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of theoretical probability 2021-09, Vol.34 (3), p.1279-1298
1. Verfasser: Sönmez, Ercan
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We consider operator scaling α -stable random sheets, which were introduced in Hoffmann (Operator scaling stable random sheets with application to binary mixtures. Dissertation Universität Siegen, 2011). The idea behind such fields is to combine the properties of operator scaling α -stable random fields introduced in Biermé et al. (Stoch Proc Appl 117(3):312–332, 2007) and fractional Brownian sheets introduced in Kamont (Probab Math Stat 16:85–98, 1996). We establish a general uniform modulus of continuity of such fields in terms of the polar coordinates introduced in Biermé et al. (2007). Based on this, we determine the box-counting dimension and the Hausdorff dimension of the graph of a trajectory over a non-degenerate cube I ⊂ R d .
ISSN:0894-9840
1572-9230
DOI:10.1007/s10959-020-01045-6