Fractional Generalized Random Fields of Variable Order
Authors:
M. D. Ruiz-Medina a;
V. V. Anh b;
J. M. Angulo a
| Affiliations: | a Department of Statistics and Operations Research, University of Granada, Granada, Spain |
| b School of Mathematical Sciences, Queensland University of Technology, Brisbane, Australia |
DOI:
10.1081/SAP-120030456
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
22,
Issue
3
January
2005
, pages 775
- 799
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Abstract
We study the class of random fields having their reproducing kernel Hilbert space isomorphic to a fractional Sobolev space of variable order on
n. Prototypes of this class include multifractional Brownian motion, multifractional free Markov fields, and multifractional Riesz-Bessel motion. The study is carried out using the theory of generalized random fields defined on fractional Sobolev spaces of variable order. Specifically, we consider the class of generalized random fields satisfying a pseudoduality condition of variable order. The factorization of the covariance operator of the pseudodual allows the definition of a white-noise linear filter representation of variable order. In the ordinary case, the H lder continuity, in the mean-square sense, of the class of random fields introduced is proved, and its mean-square H lder spectrum is defined in terms of the variable regularity order of the functions in the associated reproducing kernel Hilbert space. The pseudodifferential representation of variable order of the resulting class of multifractal random fields is also defined. Some examples of pseudodifferential models of variable order are then given.
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| Keywords: Generalized random fields; Pseudodifferential operators; Multifractional Brownian motion; Multifractional Riesz-Bessel motion |
| view references (41) |

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n. Prototypes of this class include multifractional Brownian motion, multifractional free Markov fields, and multifractional Riesz-Bessel motion. The study is carried out using the theory of generalized random fields defined on fractional Sobolev spaces of variable order. Specifically, we consider the class of generalized random fields satisfying a pseudoduality condition of variable order. The factorization of the covariance operator of the pseudodual allows the definition of a white-noise linear filter representation of variable order. In the ordinary case, the H
lder continuity, in the mean-square sense, of the class of random fields introduced is proved, and its mean-square H
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