Add to ORKGA scalar valued random field {X (x)}x∈Rd is called operator-scaling if for some d × d matrix E with positive real parts of the eigenvalues and some H> 0 we have {X (cE x)}x∈Rd f.d. = {cH X (x)}x∈Rd for all c> 0, where f.d. = denotes equality of all finite-dimensional marginal distributions. We present a moving average and a harmonizable representation of stable operator scaling random fields by utilizing so called E-homogeneous functions ϕ, satisfying ϕ(cE x) = cϕ(x). These fields also have stationary increments and are stochastically continuous. In the Gaussian case, critical Hölder-exponents and the Hausdorff-dimension of the sample paths are also obtained
This article addresses the problem of defining a general scaling setting in which Gaussian and non-G...
Bernoulli, 21(3), 1719-1759, 2015International audienceIn this paper we study modulus of continuity ...
In [27] we introduced the notion of scaling transition for stationary random fields X on Z2 in terms...
AbstractA scalar valued random field {X(x)}x∈Rd is called operator-scaling if for some d×d matrix E ...
AbstractWe investigate the sample path regularity of operator scaling α-stable random fields. Such f...
27 pagesInternational audienceA scalar valued random field is called operator-scaling if it satisfie...
International audienceWe investigate the sample paths regularity of operator scaling alpha-stable ra...
International audienceIn this paper, we define and study a new class of random fields called harmoni...
We propose an explicit way to generate a class of Operator scaling stable random Gaussian fields (OS...
AbstractMultivariate random fields whose distributions are invariant under operator-scalings in both...
Multivariate random fields whose distributions are invariant under operator-scalings in both the tim...
International audienceRecently, Hammond and Sheffield introduced a model of correlated random walks ...
AbstractFor Gaussian vector fields {X(t) ∈ Rn:t ∈ Rd} we describe the covariance functions of all sc...
We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are ani...
International audienceOperator scaling Gaussian random fields, as anisotropic generalizations of sel...
This article addresses the problem of defining a general scaling setting in which Gaussian and non-G...
Bernoulli, 21(3), 1719-1759, 2015International audienceIn this paper we study modulus of continuity ...
In [27] we introduced the notion of scaling transition for stationary random fields X on Z2 in terms...
AbstractA scalar valued random field {X(x)}x∈Rd is called operator-scaling if for some d×d matrix E ...
AbstractWe investigate the sample path regularity of operator scaling α-stable random fields. Such f...
27 pagesInternational audienceA scalar valued random field is called operator-scaling if it satisfie...
International audienceWe investigate the sample paths regularity of operator scaling alpha-stable ra...
International audienceIn this paper, we define and study a new class of random fields called harmoni...
We propose an explicit way to generate a class of Operator scaling stable random Gaussian fields (OS...
AbstractMultivariate random fields whose distributions are invariant under operator-scalings in both...
Multivariate random fields whose distributions are invariant under operator-scalings in both the tim...
International audienceRecently, Hammond and Sheffield introduced a model of correlated random walks ...
AbstractFor Gaussian vector fields {X(t) ∈ Rn:t ∈ Rd} we describe the covariance functions of all sc...
We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are ani...
International audienceOperator scaling Gaussian random fields, as anisotropic generalizations of sel...
This article addresses the problem of defining a general scaling setting in which Gaussian and non-G...
Bernoulli, 21(3), 1719-1759, 2015International audienceIn this paper we study modulus of continuity ...
In [27] we introduced the notion of scaling transition for stationary random fields X on Z2 in terms...