Multi-operator scaling random fields

Hermine Biermé, Céline Lacaux and Hans-Peter Scheffler

Stochastic Processes and their Applications, 2011, vol. 121, issue 11, 2642-2677

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 .

Keywords: Gaussian; and; stable; random; fields; Local; operator; scaling; property; Holder; regularity (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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