Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156046 | Stochastic Processes and their Applications | 2009 | 30 Pages |
Abstract
In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in [A. Ayache, F. Roueff, Y. Xiao, Local and asymptotic properties of linear fractional stable sheets, C.R. Acad. Sci. Paris Ser. I. 344 (6) (2007) 389–394]. By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the coordinate axes. The Hausdorff dimensions of the range and graph of these stable random fields are then derived.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Antoine Ayache, François Roueff, Yimin Xiao,