Multivariate tempered stable random fields

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:503

Article

Kremer, D.¹  Scheffler, H. -P.¹ 

[1] Univ Siegen, Dept Math, D-57068 Siegen, Germany

关键词: Tempered stable distributions;    Independently scattered random;    measures;    Stochastic integrals;    Tangent fields;   

DOI  :  10.1016/j.jmaa.2021.125347

来源: Elsevier

【 摘 要 】

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. (c) 2021 Elsevier Inc. All rights reserved.

【 授权许可】

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