Multi-operator scaling random fields |
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Authors: | Hermine Biermé ,Cé line Lacaux,Hans-Peter Scheffler |
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Affiliation: | a MAP 5, CNRS UMR 8145, Université Paris Descartes, 45 rue des Saints-Pères, 75006 Paris, Franceb Institut Élie Cartan, UMR 7502, Nancy Université-CNRS-INRIA, BP 70239, F-54506 Vandoeuvre-lès-Nancy, Francec Fachbereich Mathematik, Universit at Siegen, 57068 Siegen, Germany |
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Abstract: | In this paper, we define and study a new class of random fields called harmonizable multi-operator scaling stable random fields. These fields satisfy a local asymptotic operator scaling property which generalizes both the local asymptotic self-similarity property and the operator scaling property. Actually, they locally look like operator scaling random fields, whose order is allowed to vary along the sample paths. We also give an upper bound of their modulus of continuity. Their pointwise Hölder exponents may also vary with the position x and their anisotropic behavior is driven by a matrix which may also depend on x. |
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Keywords: | primary, 60G17, 60G60, 60G15, 60G52 secondary, 60F05, 60G22, 60G18 |
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