Operator-stable and operator-self-similar random fields
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DOI: 10.1016/j.spa.2018.11.013
Abstract: Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields $\mathbb{X}=\{X(t) : t \in \mathbb{R}^d \}$ with values in $\mathbb{R}^m$ are invariant in law under operator-scaling in both the time-domain and… read more here.
Keywords: random fields; operator; fields operator; operator stable ... See more keywords