Multivariate tempered stable random fields

被引：1

作者：

Kremer, D. ^{[1
]}

Scheffler, H. -P. ^{[1
]}

机构：

[1] Univ Siegen, Dept Math, D-57068 Siegen, Germany

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2021年 / 503卷 / 02期

关键词：

Tempered stable distributions; Independently scattered random; measures; Stochastic integrals; Tangent fields; MODELS;

D O I：

10.1016/j.jmaa.2021.125347

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the special case of exponential tempered ISRMs operator-fractional tempered stable random fields are presented by a moving-average and a harmonizable representation, respectively. (c) 2021 Elsevier Inc. All rights reserved.

引用

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