Linear fractional stable sheets: Wavelet expansion and sample path properties

Antoine Ayache, François Roueff, Yimin Xiao

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in [A. Ayache, F. Roueff, Y. Xiao, Local and asymptotic properties of linear fractional stable sheets, C.R. Acad. Sci. Paris Ser. I. 344 (6) (2007) 389-394]. By using this representation, in the case where the sample paths are continuous, an anisotropic uniform and quasi-optimal modulus of continuity of these paths is obtained as well as an upper bound for their behavior at infinity and around the coordinate axes. The Hausdorff dimensions of the range and graph of these stable random fields are then derived.

Original languageEnglish
Pages (from-to)1168-1197
Number of pages30
JournalStochastic Processes and their Applications
Volume119
Issue number4
DOIs
Publication statusPublished - 1 Apr 2009
Externally publishedYes

Keywords

  • Hausdorff dimension
  • Linear fractional stable sheet
  • Modulus of continuity
  • Stable processes
  • Wavelet analysis

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