Multivariate operator-self-similar random fields

Yuqiang Li and Yimin Xiao

Stochastic Processes and their Applications, 2011, vol. 121, issue 6, 1178-1200

Abstract: Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields with values in are constructed by utilizing homogeneous functions and stochastic integral representations.

Keywords: Random; fields; Operator-self-similarity; Anisotropy; Gaussian; random; fields; Stable; random; fields; Stochastic; integral; representation (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (10)

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