• Title of article

    Linear fractional stable sheets: Wavelet expansion and sample path properties

  • Author/Authors

    Ayache، نويسنده , , Antoine and Roueff، نويسنده , , François and Xiao، نويسنده , , Yimin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    30
  • From page
    1168
  • To page
    1197
  • 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.
  • Keywords
    Linear fractional stable sheet , Wavelet analysis , Stable processes , Hausdorff dimension , Modulus of continuity
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578100