Article ID Journal Published Year Pages File Type
5775292 Journal of Mathematical Analysis and Applications 2017 17 Pages PDF
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
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