Multi-operator scaling random fields

被引:7
|
作者
Bierme, Hermine [2 ]
Lacaux, Celine [2 ,3 ]
Scheffler, Hans-Peter [1 ]
机构
[1] Univ Siegen, Fachbereich Math, D-57068 Siegen, Germany
[2] Univ Paris 05, MAP 5, CNRS UMR 8145, F-75006 Paris, France
[3] Nancy Univ, Inst Elie Cartan, UMR 7502, CNRS INRIA, F-54506 Vandoeuvre Les Nancy, France
关键词
Gaussian and stable random fields; Local operator scaling property; Holder regularity;
D O I
10.1016/j.spa.2011.07.002
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 Holder exponents may also vary with the position x and their anisotropic behavior is driven by a matrix which may also depend on x. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码:2642 / 2677
页数:36
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