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Exact moduli of continuity for operator-scaling Gaussian random fields

Published 2 Jun 2015 in math.ST and stat.TH | (1506.00850v1)

Abstract: Let $X={X(t),t\in\mathrm{R}N}$ be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Bierm\'{e}, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that $X$ satisfies a form of strong local nondeterminism and establish its exact uniform and local moduli of continuity. The main results are expressed in terms of the quasi-metric $\tau_E$ associated with the scaling exponent of $X$. Examples are provided to illustrate the subtle changes of the regularity properties.

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