Year: 2017
Type: article
Abstract: We investigate the sample path regularity of certain multivariate operator-self-similar stable random fields with values in R m given by a harmonizable representation.Such fields were introduced in [25] as a generalization of both operator-self-similar stochastic processes and operator scaling random fields and satisfy the scaling property {X(c E t) :where E is a real d × d matrix and D is a real m × m matrix.This paper provides the first results concerning sample path properties of such fields, including both E and D different from identity matrices.In particular, this solves an open problem in [25].
Author: Ercan Sönmez
Institution: Heinrich Heine University Düsseldorf
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
Funder: Deutsche Forschungsgemeinschaft
Award: G3633871336
OpenAlex ID: W2804998519