Multivariate operator-self-similar random fields

Yuqiang Li; Yimin Xiao

doi:10.1016/j.spa.2011.02.005

Multivariate operator-self-similar random fields

Yuqiang Li^*
, Yimin Xiao

^*Corresponding author for this work

School of Statistics

Michigan State University

Research output: Contribution to journal › Article › peer-review

36 Scopus citations

Abstract

Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields X=X(t),t∈ R^d with values in R^m are constructed by utilizing homogeneous functions and stochastic integral representations.

Original language	English
Pages (from-to)	1178-1200
Number of pages	23
Journal	Stochastic Processes and their Applications
Volume	121
Issue number	6
DOIs	https://doi.org/10.1016/j.spa.2011.02.005
State	Published - Jun 2011

Keywords

Anisotropy
Gaussian random fields
Operator-self-similarity
Random fields
Stable random fields
Stochastic integral representation

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10.1016/j.spa.2011.02.005

Cite this

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abstract = "Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields X=X(t),t∈ Rd with values in Rm are constructed by utilizing homogeneous functions and stochastic integral representations.",

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AB - Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields X=X(t),t∈ Rd with values in Rm are constructed by utilizing homogeneous functions and stochastic integral representations.

KW - Anisotropy

KW - Gaussian random fields

KW - Operator-self-similarity

KW - Random fields

KW - Stable random fields

KW - Stochastic integral representation

UR - https://www.scopus.com/pages/publications/79955640332

U2 - 10.1016/j.spa.2011.02.005

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JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 6

ER -

Multivariate operator-self-similar random fields

Abstract

Keywords

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