کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157041 958918 2007 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Operator scaling stable random fields
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Operator scaling stable random fields
چکیده انگلیسی

A scalar valued random field {X(x)}x∈Rd{X(x)}x∈Rd is called operator-scaling   if for some d×dd×d matrix EE with positive real parts of the eigenvalues and some H>0H>0 we have{X(cEx)}x∈Rd=f.d.{cHX(x)}x∈Rdfor all c>0, where =f.d. denotes equality of all finite-dimensional marginal distributions. We present a moving average and a harmonizable representation of stable operator scaling random fields by utilizing so called EE-homogeneous functions φφ, satisfying φ(cEx)=cφ(x)φ(cEx)=cφ(x). These fields also have stationary increments and are stochastically continuous. In the Gaussian case, critical Hölder-exponents and the Hausdorff-dimension of the sample paths are also obtained.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 3, March 2007, Pages 312–332
نویسندگان
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