Lamperti-Type Theorems for Random Fields

DOI10.1137/S0040585X97T989155zbMath1442.60058arXiv1705.00182OpenAlexW2964079564MaRDI QIDQ4618065

Yu. A. Davydov, Vygantas Paulauskas

Publication date: 7 February 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.00182

zbMATH Keywords

limit theoremsself-similar random fieldsLamperti transformations

Mathematics Subject Classification ID

Random fields (60G60) Self-similar stochastic processes (60G18)

Related Items (7)

Tangent fields, intrinsic stationarity, and self similarity ⋮ Lamperti-Type Theorems for Random Fields ⋮ Long range dependence of heavy-tailed random functions ⋮ On Lamperti type limit theorem and scaling transition for random fields ⋮ Limit theorems for linear random fields with tapered innovations. I: the Gaussian case ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments

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