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arXiv · 1608.04650

Exponents of operator self-similar random fields

Gustavo Didier·Mark M. Meerschaert·Vladas Pipiras
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Abstract

If X(c^E t) and c^H X(t) have the same finite-dimensional distributions for some 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.

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Gustavo Didier, Mark M. Meerschaert, Vladas Pipiras. 2016-08-16. Exponents of operator self-similar random fields. https://arxiv.org/abs/1608.04650

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