Multi-operator scaling random fields
In this paper, we define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. Actually, they locally look like operator scaling random fields, whose order is allowed to vary along the sample paths. We also give an upper bound of their modulus of continuity. Their pointwise Hölder exponents may also vary with the position x and their anisotropic behavior is driven by a matrix which may also depend on x .
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Volume (Year): 121 (2011)
Issue (Month): 11 (November)
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References listed on IDEAS
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- Herbin, Erick & Lévy-Véhel, Jacques, 2009. "Stochastic 2-microlocal analysis," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2277-2311, July.
- Benassi, Albert & Cohen, Serge & Istas, Jacques & Jaffard, Stéphane, 1998. "Identification of filtered white noises," Stochastic Processes and their Applications, Elsevier, vol. 75(1), pages 31-49, June.
- Biermé, Hermine & Lacaux, Céline, 2009. "Hölder regularity for operator scaling stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2222-2248, July.
- Biermé, Hermine & Meerschaert, Mark M. & Scheffler, Hans-Peter, 2007. "Operator scaling stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 117(3), pages 312-332, March.
- Antoine Ayache & Jacques Vehel, 2000. "The Generalized Multifractional Brownian Motion," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 7-18, January.
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