Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155823 | Stochastic Processes and their Applications | 2011 | 36 Pages |
Abstract
In this paper, we define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. Actually, they locally look like operator scaling random fields, whose order is allowed to vary along the sample paths. We also give an upper bound of their modulus of continuity. Their pointwise Hölder exponents may also vary with the position x and their anisotropic behavior is driven by a matrix which may also depend on x.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Hermine Biermé, Céline Lacaux, Hans-Peter Scheffler,