论文标题

多变速稳定随机场

Multivariate tempered stable random fields

论文作者

Kremer, Dustin, Scheffler, Hans-Peter

论文摘要

构建了多元回火稳定的随机测量(ISRM),并使用类似稳定定律的Rosinski度量来表征其相应的集成功能空间。在特殊情况下,要指数级的ISRMS操作员 - 骨折稳定稳定随机场分别以移动平均水平和可​​协调的表示形式提出。

Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the special case of exponential tempered ISRMs operator-fractional tempered stable random fields are presented by a moving-average and a harmonizable representation, respectively.

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