Multivariate Operator-Self-Similar Random Fields
نویسندگان
چکیده
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 stochastic integral representations.
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