pith. sign in

arxiv: math/0702050 · v1 · pith:K6YZJUPRnew · submitted 2007-02-02 · 🧮 math.PR

H\"{o}lder regularity for operator scaling stable random fields

classification 🧮 math.PR
keywords fieldsrandomscalingoperatorregularitylderpathssample
0
0 comments X
read the original abstract

We investigate the sample paths regularity of operator scaling alpha-stable random fields. Such fields were introduced as anisotropic generalizations of self-similar fields and satisfy a scaling property for a real matrix E. In the case of harmonizable operator scaling random fields, the sample paths are locally H\"{o}lderian and their H\"{o}lder regularity is characterized by the eigen decomposition with respect to E. In particular, the directional H\"{o}lder regularity may vary and is given by the eigenvalues of E. In the case of moving average operator scaling random alpha-stable random fields, with 0<alpha<2, the sample paths are almost surely discontinous.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.