Operator-stable and operator-self-similar random fields
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Processes and their Applications"
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
Multi operator-stable random measures and fields
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Models"
DOI: 10.1080/15326349.2019.1618714
Abstract: Abstract In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi operator-stable… read more here.
Keywords: operator stable; random measures; stable random; multi operator ... See more keywords