Complex-Order Scale-Invariant Operators and Self-Similar Processes

Abstract

Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also belong to this family. In this paper, we extend the fractional operators to complex-order operators by constructing them in the Fourier domain. We analyze these operators in details with a special emphasis on the decay properties of the outputs. We further use these operators to introduce a family of complex-valued stable processes that are self-similar with complex-valued Hurst indices. These processes are expressed via the characteristic functionals over the Schwartz space of functions. Besides the self-similarity and stationarity, we study the regularity (in terms of Sobolev spaces) of the proposed processes.

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