Multivariate tempered stable random fields

[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.

[发布日期] 2021-11-15

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