Cohen, Serge; Meerschaert, Mark M.; Rosinski, Jan - In: Stochastic Processes and their Applications 120 (2010) 12, pp. 2390-2411
Self-similar processes are useful models for natural systems that exhibit scaling. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulation. A simulation method is developed for operator scaling Lévy processes, based...