Multivariate Operator-Self-Similar Random Fields

Yuqiang Li; Yimin Xiao

doi:10.1016/j.spa.2011.02.005

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arXiv · 1104.0059

Multivariate Operator-Self-Similar Random Fields

Yuqiang Li·Yimin Xiao

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Abstract

Multivariate random fields whose distributions are invariant under operator-scalings in both time-domain and 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 $X=\{X(t), t \in \R^d\}$ with values in $\R^m$ are constructed by utilizing homogeneous functions and stochastic integral representations.

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Yuqiang Li, Yimin Xiao. 2011-04-01. Multivariate Operator-Self-Similar Random Fields. https://doi.org/10.1016/j.spa.2011.02.005

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