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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...
Persistent link: https://www.econbiz.de/10009318782
A scalar valued random field is called operator-scaling if for some dxd matrix E with positive real parts of the eigenvalues and some H0 we have where denotes equality of all finite-dimensional marginal distributions. We present a moving average and a harmonizable representation of stable...
Persistent link: https://www.econbiz.de/10008873729