Dimension of multivariate selfsimilar processes

自相似随机过程是指其分布在时空尺度变换下的不变性。在许多领域，这些过程已经证明了它们对于模拟具有自相似特性的随机动态行为的重要性。对于多变量自相似过程，线性算子的空间尺度在建模中提供了最高程度的灵活性。此外，对于自相似随机场，可以在时间域中引入算符缩放。在这些情况下，标度运算符由指数来表征，该指数本身是线性运算符。该研究项目涉及算子自相似过程和算子自相似随机场的维度结果。作为前人结果的重要推广，我们的目的是给出具有平稳增量的算子自相似过程和算子自相似随机场样本路径的Hausdorff维度的完全刻画。由于Hausdorff维度被很好地理解为粗糙度的度量，所提出的结果提供了关于所研究的一类过程中样本路径的局部行为的有价值的信息。属于这类过程的重要例子是算子分式布朗运动。为了更深入地研究局部样本轨道行为的精细结构，我们进一步给出了算子自相似Lévy过程的精确Hausdorff测度函数。所提出的维公式仅依赖于自相似指数的特征值的实部，即使在算子半自相似的较弱标度性质下也可能成立。从应用的角度来看，一个有效的特征值实部估计过程是非常重要的。该项目的另一个目标是扩展对这些参数的一致估计程序，使其适用于算子自相似随机场。目前，该方法对一般的算子半自相似过程是有效的，我们进一步的目的是给出收敛速度的结果。

Selfsimilar stochastic processes are characterized by invariance of their distributions under space-time scaling transformations. In many areas these processes have proved their importance for modeling random dynamical behavior with selfsimilarity properties. For multivariate selfsimilar processes a spacial scaling with linear operators provides the highest degree of flexibility in modeling. Additionally, for selfsimilar random fields an operator scaling can be introduced in the time domain. In these cases the scaling operators are characterized by an exponent which is itself a linear operator. The research project is concerned with dimension results for operator selfsimilar processes and operator selfsimilar random fields. As a significant generalization of previous results, we aim to give a full characterization of the Hausdorff dimension for sample paths of operator selfsimilar processes and operator selfsimilar random fields with stationary increments. Since the Hausdorff dimension is well understood as a measure of roughness, the proposed results give valuable information on the local behavior of sample paths within the studied class of processes. Important examples of processes belonging to this class are operator fractional Brownian motions. To go even more into the fine structure of local sample path behavior, we further aim to give exact Hausdorff measure functions for operator selfsimilar Lévy processes. The proposed dimension formulas do only depend on the real parts of the eigenvalues of the selfsimilarity exponent and are likely to hold even for the weaker scaling property of operator semi-selfsimilarity. In view of applications, an efficient estimation procedure for the real parts of the eigenvalues is of great importance. A further aim of the project is to extend a consistent estimation procedure for these parameters to be applicable for operator selfsimilar random fields. At present, the procedure is valid for general operator semi-selfsimilar processes and we further aim to give rate of convergence results.