  Self-similar processes are useful in modeling diverse phenomena that exhibit
scaling properties. Operator scaling allows a different scale factor in each
coordinate. This paper develops practical methods for modeling and simulating
stochastic processes with operator scaling. A simulation method for operator
stable Levy processes is developed, based on a series representation, along
with a Gaussian approximation of the small jumps. Several examples are given to
illustrate practical applications. A classification of operator stable Levy
processes in two dimensions is provided according to their exponents and
symmetry groups. We conclude with some remarks and extensions to general
operator self-similar processes.
