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arxiv: 1711.08648 · v2 · pith:FIUCUANKnew · submitted 2017-11-23 · 🧮 math.PR

Operator-stable and operator-self-similar random fields

classification 🧮 math.PR
keywords randomfieldsmathbboperator-stablecertainclassesconstructedconstruction
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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 the state-space. The construction is based on operator-stable random measures utilising certain homogeneous functions.

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