Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5775292 | Journal of Mathematical Analysis and Applications | 2017 | 17 Pages |
Abstract
If X(cEt) and cHX(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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Gustavo Didier, Mark M. Meerschaert, Vladas Pipiras,