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arXiv · 2010.10169

Multivariate tempered stable random fields

Dustin Kremer·Hans-Peter Scheffler
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Abstract

Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the special case of exponential tempered ISRMs operator-fractional tempered stable random fields are presented by a moving-average and a harmonizable representation, respectively.

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Dustin Kremer, Hans-Peter Scheffler. 2020-10-20. Multivariate tempered stable random fields. https://arxiv.org/abs/2010.10169

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