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.
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页数：25
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