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Operator-stable and operator-self-similar random fields
Authors:D. Kremer  H.-P. Scheffler
Abstract:Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields X={X(t):tRd} with values in Rm are invariant in law under operator-scaling in both the time-domain and the state-space. The construction is based on operator-stable random measures utilizing certain homogeneous functions.
Keywords:Corresponding author.
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