Multivariate operator-self-similar random fields
نویسندگان
چکیده
منابع مشابه
Multivariate Operator-Self-Similar Random Fields
Multivariate random fields whose distributions are invariant under operatorscalings in both time-domain and state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields X = {X(t), t ∈ R} with values in R are constructed by utilizing homogeneous functions and sto...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2011
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.02.005