Exponents of operator self-similar random fields

被引：8
|
作者：
Didier, Gustavo [1 ]
Meerschaert, Mark M. [2 ]
Pipiras, Vladas [3 ]
机构：
[1] Tulane Univ, Math Dept, 6823 St Charles Ave, New Orleans, LA 70118 USA
[2] Michigan State Univ, Dept Stat & Probabil, 619 Red Cedar Rd, E Lansing, MI 48824 USA
[3] Univ N Carolina, Dept Stat & Operat Res, CB 3260,Hanes Hall, Chapel Hill, NC 27599 USA
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2017年 / 448卷 / 02期
基金：
美国国家科学基金会;
关键词：
Operator self-similar random fields; Gaussian random fields; Operator scaling; Operator self-similarity; Anisotropy;
D O I：
10.1016/j.jmaa.2016.11.055
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
If X(c(E)t) and c(H)X(t) have the same finite-dimensional distributions for some pair of linear operators E and H, we say that the random vector field X(t) is operator self-similar. The exponents E and H are not unique in general, due to symmetry. This paper characterizes the possible set of range exponents H for a given domain exponent, and conversely, the set of domain exponents E for a given range exponent. (C) 2016 Elsevier Inc. All rights reserved.
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页码：1450 / 1466
页数：17
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