Multi operator-stable random measures and fields

被引：4

作者：

Kremer, Dustin ^{[1
]}

Scheffler, Hans-Peter ^{[1
]}

机构：

[1] Univ Siegen, Dept Math, Walter Flex Str 3, D-57068 Siegen, Germany

来源：

STOCHASTIC MODELS | 2019年 / 35卷 / 04期

关键词：

Localizable; multi operator-stable measures; multi operator-stable fields;

D O I：

10.1080/15326349.2019.1618714

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 construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi operator-stable moving-average representation of a random field is presented which behaves locally like an operator-stable random field which is also operator-self-similar.

引用

页码：429 / 468

页数：40

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