On multivariate fractional random fields: Tempering and operator-stable laws
نویسندگان
چکیده
In this paper, we define a new and broad family of vector-valued random fields called tempered operator fractional operator-stable (TRF, for short). TRF is typically non-Gaussian generalizes stable stochastic processes. comprises moving average harmonizable-type subclasses that are constructed by tempering (matrix-) homogeneous, matrix-valued kernels in time- Fourier-domain integrals with respect to vector-valued, strictly measures. We establish the existence fundamental properties TRF. Assuming both Gaussianity isotropy, show equivalence between certain harmonizable addition, sample path scalar-valued case several Gaussian instances.
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2021
ISSN: ['0022-247X', '1096-0813']
DOI: https://doi.org/10.1016/j.jmaa.2020.124659