Operator-stable and operator-self-similar random fields |
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Authors: | D. Kremer H.-P. Scheffler |
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Abstract: | Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields with values in 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. |
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Keywords: | Corresponding author. |
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