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Multi operator-stable random measures and fields (1809.10933v2)

Published 28 Sep 2018 in math.PR

Abstract: In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is characterized in terms of a certain quasi-norm. Moreover, a multi operator- stable moving-average representation of a random field is presented which behaves locally like an operator-stable random field which is also operator-self-similar.

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