Multivariate operator-self-similar random fields

作者：Li, Yuqiang^*; Xiao, Yimin

来源：Stochastic Processes and Their Applications, 2011, 121(6): 1178-1200.

DOI：10.1016/j.spa.2011.02.005

• Random fields
• Operator-self-similarity
• Anisotropy
• Gaussian random fields
• Stable random fields
• Stochastic integral representation

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 is an element of R-d} with values in R-m are constructed by utilizing homogeneous functions and stochastic integral representations.

• 出版日期2011-6
• 单位华东师范大学