Sample path properties of fractional Riesz–Bessel field of variable order

In this paper we consider fractional Riesz-Bessel field of variable order, which is also known as multifractional Riesz-Bessel field. Sample path properties of this random field such as local regularity, locally self-similar property, Hausdorff dimension of the graph, and long/short range dependent...

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Main Authors: Lim, S. C., Teo, L. P.
Format: Article
Published: AMER INST PHYSICS 2008
Subjects:
Online Access:http://shdl.mmu.edu.my/2793/
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author Lim, S. C.
Teo, L. P.
author_facet Lim, S. C.
Teo, L. P.
author_sort Lim, S. C.
building MMU Institutional Repository
collection Online Access
description In this paper we consider fractional Riesz-Bessel field of variable order, which is also known as multifractional Riesz-Bessel field. Sample path properties of this random field such as local regularity, locally self-similar property, Hausdorff dimension of the graph, and long/short range dependent property are studied. The relationship between the multifractional Riesz-Bessel field and the multifractional Brownian field is also established. (c) 2008 American Institute of Physics.
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spelling mmu-27932011-09-19T08:17:43Z http://shdl.mmu.edu.my/2793/ Sample path properties of fractional Riesz–Bessel field of variable order Lim, S. C. Teo, L. P. T Technology (General) QC Physics In this paper we consider fractional Riesz-Bessel field of variable order, which is also known as multifractional Riesz-Bessel field. Sample path properties of this random field such as local regularity, locally self-similar property, Hausdorff dimension of the graph, and long/short range dependent property are studied. The relationship between the multifractional Riesz-Bessel field and the multifractional Brownian field is also established. (c) 2008 American Institute of Physics. AMER INST PHYSICS 2008-01 Article NonPeerReviewed Lim, S. C. and Teo, L. P. (2008) Sample path properties of fractional Riesz–Bessel field of variable order. Journal of Mathematical Physics, 49 (1). 013509. ISSN 00222488 http://dx.doi.org/10.1063/1.2830431 doi:10.1063/1.2830431 doi:10.1063/1.2830431
spellingShingle T Technology (General)
QC Physics
Lim, S. C.
Teo, L. P.
Sample path properties of fractional Riesz–Bessel field of variable order
title Sample path properties of fractional Riesz–Bessel field of variable order
title_full Sample path properties of fractional Riesz–Bessel field of variable order
title_fullStr Sample path properties of fractional Riesz–Bessel field of variable order
title_full_unstemmed Sample path properties of fractional Riesz–Bessel field of variable order
title_short Sample path properties of fractional Riesz–Bessel field of variable order
title_sort sample path properties of fractional riesz–bessel field of variable order
topic T Technology (General)
QC Physics
url http://shdl.mmu.edu.my/2793/
http://shdl.mmu.edu.my/2793/
http://shdl.mmu.edu.my/2793/