Manifold indexed fractional fields
ESAIM: Probability and Statistics, Tome 16 (2012), pp. 222-276.

(Local) self-similarity is a seminal concept, especially for Euclidean random fields. We study in this paper the extension of these notions to manifold indexed fields. We give conditions on the (local) self-similarity index that ensure the existence of fractional fields. Moreover, we explain how to identify the self-similar index. We describe a way of simulating Gaussian fractional fields.

DOI : 10.1051/ps/2011106
Classification : 60G07, 60G15, 60G18
Mots clés : self-similarity, stochastic fields, manifold
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Istas, Jacques. Manifold indexed fractional fields. ESAIM: Probability and Statistics, Tome 16 (2012), pp. 222-276. doi : 10.1051/ps/2011106. http://archive.numdam.org/articles/10.1051/ps/2011106/

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