首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Fields with Exceptional Tangent Fields
Authors:Email author" target="_blank">Céline?LacauxEmail author
Institution:(1) Laboratoire de Statistique et de Probabilités, Université Paul Sabatier UFR MIG, 118 Route de Narbonne, 31062 Toulouse Cédex 04, France
Abstract:The asymptotic self-similarity property describes the local structure of a random field. In this paper, we introduce a locally asymptotically self-similar second order field XH,beta whose local structures at x=0 and at xne0 are very far from each other. More precisely, whereas its tangent field at xne0 is a Fractional Brownian Motion, its tangent field at x=0 is a Fractional Stable Motion. In addition, XH,beta is asymptotically self-similar at infinity with a Gaussian field, which is not a Fractional Brownian Motion, as tangent field. Then, its trajectories regularity is studied. Finally, the Hausdorff dimension of its graphs is given.
Keywords:Local asymptotic self-similarity  tangent fields  infinitely divisible distributions
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号