Multivariate operator-self-similar random fields
AbstractMultivariate 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 with values in are constructed by utilizing homogeneous functions and stochastic integral representations.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 121 (2011)
Issue (Month): 6 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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