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arXiv · 1506.00850

Exact moduli of continuity for operator-scaling Gaussian random fields

Yuqiang Li·Wensheng Wang·Yimin Xiao
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Abstract

Let $X=\{X(t),t\in\mathrm{R}^N\}$ be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Biermé, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that $X$ satisfies a form of strong local nondeterminism and establish its exact uniform and local moduli of continuity. The main results are expressed in terms of the quasi-metric $τ_E$ associated with the scaling exponent of $X$. Examples are provided to illustrate the subtle changes of the regularity properties.

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Yuqiang Li, Wensheng Wang, Yimin Xiao. 2015-06-02. Exact moduli of continuity for operator-scaling Gaussian random fields. https://doi.org/10.3150/13-bej593

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