Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields

被引:9
|
作者
Bierme, Hermine [1 ]
Lacaux, Celine [2 ,3 ,4 ]
机构
[1] Univ Paris 05, CNRS UMR 8145, MAP 5, F-75006 Paris, France
[2] Univ Lorraine, Inst Elie Cartan Lorraine, UMR 7502, F-54506 Vandoeuvre Les Nancy, France
[3] CNRS, Inst Elie Cartan Lorraine, UMR 7502, F-54506 Vandoeuvre Les Nancy, France
[4] INRIA, BIGS, F-54600 Villers Les Nancy, France
关键词
Holder regularity; operator scaling property; stable and multistable random fields; sub-Gaussian; SERIES;
D O I
10.3150/14-BEJ619
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we study modulus of continuity and rate of convergence of series of conditionally sub-Gaussian random fields. This framework includes both classical series representations of Gaussian fields and LePage series representations of stable fields. We enlighten their anisotropic properties by using an adapted quasi-metric instead of the classical Euclidean norm. We specify our assumptions in the case of shot noise series where arrival times of a Poisson process are involved. This allows us to state unified results for harmonizable (multi)operator scaling stable random fields through their LePage series representation, as well as to study sample path properties of their multistable analogous.
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页码:1719 / 1759
页数:41
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