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

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

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Official URL: http://dx.doi.org/10.1063/1.2830431

Abstract

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.

Item Type: Article
Subjects: T Technology > T Technology (General)
Q Science > QC Physics
Divisions: Faculty of Engineering and Technology (FET)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 19 Sep 2011 08:17
Last Modified: 19 Sep 2011 08:17
URI: http://shdl.mmu.edu.my/id/eprint/2793

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