Generalized operator-scaling random ball model
Hermine Bierm\'e, Olivier Durieu, Yizao Wang

TL;DR
This paper introduces a generalized operator-scaling random ball model that extends isotropic models to anisotropic cases, providing a framework for analyzing anisotropic random fields with established weak convergence results.
Contribution
It presents a novel operator-scaling random ball model that generalizes previous isotropic models to anisotropic settings, with rigorous weak convergence analysis.
Findings
Model extends isotropic to anisotropic cases
Weak convergence established in tempered distributions
Provides a framework for anisotropic random fields
Abstract
This article introduces the operator-scaling random ball model, generalizing the isotropic random ball models investigated recently in the literature to anisotropic setup. The model is introduced as a generalized random field and results on weak convergence are established in the space of tempered distributions.
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Taxonomy
TopicsFinancial Risk and Volatility Modeling · Stochastic processes and statistical mechanics · Probability and Risk Models
