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Gaussian Fields Satisfying Simultaneous Operator Scaling Relations

  • Marianne Clausel
Chapter
Part of the Applied and Numerical Harmonic Analysis book series (ANHA)

Summary

In this chapter we define a special class of group of self-similar Gaussian fields. We present a harmonizable representation of m-parameter group self-similar Gaussian fields by utilizing the Haar measure of this group. These fields also have stationary rectangular increments according to special directions linked to coreduction of matrices of the considered m-parameter group.

Keywords

Haar Measure Fractional Brownian Motion Positive Real Part Gaussian Field Hurst Index 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Université Paris XIICréteilFrance

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