Linear Fractional Stable Sheets: wavelet expansion and sample path properties

Details Linear Fractional Stable Sheets: wavelet expansion and sample path properties Linear Fractional Stable Sheets: wavelet expansion and sample path properties

2008-06-10

arxiv.org/abs/0806.1725v1

Mathematics

Statistics Theory

Scientific paper

In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007). 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.

Affiliated with

Also associated with

No associations

Rating

Linear Fractional Stable Sheets: wavelet expansion and sample path properties does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Linear Fractional Stable Sheets: wavelet expansion and sample path properties, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Linear Fractional Stable Sheets: wavelet expansion and sample path properties will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-175497