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29 March 2024
 
  » arxiv » 1709.7135

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Maximal Moments and Uniform Modulus of Continuity for Stable Random Fields
Snigdha Panigrahi ; Parthanil Roy ; Yimin Xiao ;
Date 21 Sep 2017
AbstractBased on the seminal works of Rosinski (1995, 2000) and Samorodnitsky (2004a), we solve an open problem mentioned in a paper of Xiao (2010) and provide sharp upper bound on the rate of growth of maximal moments for many stationary symmetric stable random fields. We also investigate the relationship between this rate of growth and the path regularity properties of self-similar stable random fields whose first order increments are stationary, and give sharper results on uniform modulus of continuity of such fields.
Source arXiv, 1709.7135
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