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Exact moduli of continuity for operator-scaling Gaussian random fields

Abstract

Let X={X(t),tRN}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 XX 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 τE\tau_E associated with the scaling exponent of XX. Examples are provided to illustrate the subtle changes of the regularity properties.

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