Sample path properties of generalized random sheets with operator scaling

DOI10.1007/s10959-020-01045-6zbMath1484.60059arXiv1505.02010OpenAlexW3097309572MaRDI QIDQ2042037

Ercan Sönmez

Publication date: 26 July 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02010

zbMATH Keywords

Hausdorff dimensionselfsimilaritybox-counting dimensionoperator scalingfractional random fieldsstable random sheets

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17) Fractals (28A80) Stable stochastic processes (60G52) Hausdorff and packing measures (28A78)

Cites Work

• The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Operator scaling stable random fields
• Geometric properties of fractional Brownian sheets
• Anisotropic analysis of some Gaussian models
• Local times of fractional Brownian sheets
• Hausdorff dimension of the graph of the fractional Brownian sheet
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Exact moduli of continuity for operator-scaling Gaussian random fields
• Hölder regularity for operator scaling stable random fields
• From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
• Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields
• Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
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