Sample path properties of generalized random sheets with operator scaling

Abstract

We consider operator scaling α-stable random sheets, which were introduced in [12]. The idea behind such fields is to combine the properties of operator scaling α-stable random fields introduced in [6] and fractional Brownian sheets introduced in [14]. We establish a general uniform modulus of continuity of such fields in terms of the polar coordinates introduced [6]. Based on this, we determine the box-counting dimension and the Hausdorff dimension of the graph of a trajectory of such fields over a non-degenerate cube I ⊂ Rd.

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