[HTML][HTML] Multivariate operator-self-similar random fields
Y Li, Y Xiao�- Stochastic Processes and their Applications, 2011 - Elsevier
Y Li, Y Xiao
Stochastic Processes and their Applications, 2011•ElsevierMultivariate 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 X={X (t), t∈ Rd} with values in Rm are constructed by
utilizing homogeneous functions and stochastic integral representations.
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 X={X (t), t∈ Rd} with values in Rm are constructed by
utilizing homogeneous functions and stochastic integral representations.
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 X={X(t),t∈Rd} with values in Rm are constructed by utilizing homogeneous functions and stochastic integral representations.
Elsevier