Two optimality results about sample path properties of Operator Scaling Gaussian Random Fields
Résumé
We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of self-similar fields. Some characteristic properties of the anisotropy are revealed by the regularity of the sample paths. The sharpest way of measuring smoothness is related to these anisotropies and thus to the geometry of these fields.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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