Hölder regularity for operator scaling stable random fields
نویسندگان
چکیده
منابع مشابه
Hölder Regularity for Operator Scaling Stable Random Fields
Abstract. We investigate the sample paths regularity of operator scaling α-stable random fields. Such fields were introduced in [6] as anisotropic generalizations of self-similar fields and satisfy the scaling property {X(cx);x ∈ R} (fdd) = {cX(x);x ∈ R} where E is a d× d real matrix and H > 0. In the case of harmonizable operator scaling random fields, the sample paths are locally Hölderian an...
متن کاملMulti-operator Scaling Random Fields
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 property. Actually, they locally look like operator scaling random fields whose order is allowed to vary alo...
متن کاملParameter estimation for operator scaling random fields
Operator scaling random fields are useful for modeling physical phenomena with different scaling properties in each coordinate. This paper develops a general parameter estimation method for such fields which allows an arbitrary set of scaling axes. The method is based on a new approach to nonlinear regression with errors whose mean is not zero. © 2013 Elsevier Inc. All rights reserved.
متن کاملHölder Stable Minimizers, Tilt Stability, and Hölder metric Regularity of Subdifferentials
Using techniques of variational analysis and dual techniques for smooth conjugate functions, for a local minimizer of a proper lower semicontinuous function f on a Banach space, p ∈ (0, +∞) and q = 1+p p , we prove that the following two properties are always equivalent: (i) x̄ is a stable q-order minimizer of f and (ii) x̄ is a tilt-stable p-order minimizer of f . We also consider their relation...
متن کاملExplicit construction of operator scaling Gaussian random fields
We propose an explicit way to generate a large class of Operator scaling Gaussian random fields (OSGRF). Such fields are anisotropic generalizations of selfsimilar fields. More specifically, we are able to construct any Gaussian field belonging to this class with given Hurst index and exponent. Our construction provides for simulations of texture as well as for detection of anisotropies in an i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2009
ISSN: 0304-4149
DOI: 10.1016/j.spa.2008.10.008