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Gaussian fields satisfying simultaneous operator scaling relations

  • Université de PARIS XII

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

5 Citations (Scopus)

Abstract

In this chapter we define a special class of group of self-similar Gaussian fields. We present a harmonizable representation of m-parameter group self-similar Gaussian fields by utilizing the Haar measure of this group. These fields also have stationary rectangular increments according to special directions linked to coreduction of matrices of the considered m-parameter group.

Original languageEnglish
Title of host publicationApplied and Numerical Harmonic Analysis
PublisherSpringer International Publishing
Pages327-341
Number of pages15
Edition9780817648879
DOIs
Publication statusPublished - 1 Jan 2010
Externally publishedYes

Publication series

NameApplied and Numerical Harmonic Analysis
Number9780817648879
ISSN (Print)2296-5009
ISSN (Electronic)2296-5017

Keywords

  • Fractional Brownian Motion
  • Gaussian Field
  • Haar Measure
  • Hurst Index
  • Positive Real Part

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