Multivariate tempered stable random fields

نویسندگان

چکیده

Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms a quasi-norm utilizing the so-called Rosinski measure law. In special case exponential ISRMs operator-fractional fields presented by moving-average harmonizable representation, respectively.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Approximating Multivariate Tempered Stable Processes

Abstract. We give a simple method to approximate multidimensional exponentially tempered stable processes and show that the approximating process converges in the Skorokhod topology to the tempered process. The approximation is based on the generation of a random angle and a random variable with a lower dimensional Lévy measure. We then show that if an arbitrarily small normal random variable i...

متن کامل

On simulation of tempered stable random variates

Various simulation methods for tempered stable random variates with stability index greater than one are investigated with a view towards practical implementation, in particular cases of very small scale parameter, which correspond to increments of a tempered stable Lévy process with a very short stepsize. Methods under consideration are based on acceptance-rejection sampling, a Gaussian approx...

متن کامل

Tempered stable laws as random walk limits

Stable laws can be tempered bymodifying the Lévymeasure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops randomwalk models that converge to a tempered stable law under a triangular array scheme. Since tempered stable laws and processes are useful in statistical physics, these random...

متن کامل

Learning in Markov Random Fields using Tempered Transitions

Markov random fields (MRF’s), or undirected graphical models, provide a powerful framework for modeling complex dependencies among random variables. Maximum likelihood learning in MRF’s is hard due to the presence of the global normalizing constant. In this paper we consider a class of stochastic approximation algorithms of the Robbins-Monro type that use Markov chain Monte Carlo to do approxim...

متن کامل

Tempered Fractional Stable Motion

Tempered fractional stable motion adds an exponential tempering to the power-law kernel in a linear fractional stable motion, or a shift to the power-law filter in a harmonizable fractional stable motion. Increments from a stationary time series that can exhibit semi-long-range dependence. This paper develops the basic theory of tempered fractional stable processes, including dependence structu...

متن کامل

ذخیره 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: Journal of Mathematical Analysis and Applications

سال: 2021

ISSN: ['0022-247X', '1096-0813']

DOI: https://doi.org/10.1016/j.jmaa.2021.125347