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arxiv: 1506.00850 · v1 · pith:MR45NTOKnew · submitted 2015-06-02 · 🧮 math.ST · stat.TH

Exact moduli of continuity for operator-scaling Gaussian random fields

classification 🧮 math.ST stat.TH
keywords continuityexactgaussianlocalmodulioperator-scalingrandomappl
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Let $X=\{X(t),t\in\mathrm{R}^N\}$ be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Bierm\'{e}, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that $X$ satisfies a form of strong local nondeterminism and establish its exact uniform and local moduli of continuity. The main results are expressed in terms of the quasi-metric $\tau_E$ associated with the scaling exponent of $X$. Examples are provided to illustrate the subtle changes of the regularity properties.

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