Fractional Lévy Fields

DOI10.1007/978-3-642-31407-0_1zbMath1260.60002OpenAlexW2232581789MaRDI QIDQ3143839

Serge Cohen

Publication date: 4 December 2012

Published in: Lévy Matters II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-31407-0_1

zbMATH Keywords

local asymptotic self-similarityLévy random measures, random fieldsmoving average and the real harmonizable fractional Lévy fields

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57) Numerical solutions to stochastic differential and integral equations (65C30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (3)

Weak convergence to isotropic complex \(S\alpha S\) random measure ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Power variations for fractional type infinitely divisible random fields

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