Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields

DOI10.1080/07362994.2013.777280zbMath1327.62095OpenAlexW1999448713MaRDI QIDQ5298847

V. V. Anh, María D. Ruiz-Medina, Nikolai N. Leonenko

Publication date: 24 June 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.777280

zbMATH Keywords

Burgers equationcentral limit theoremnon-central limit theoremrandom partial differential equationsfiltered linear random fieldsfractional (in time and/or in space) diffusion equationsrandom fractional partial differential equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) General nonlinear regression (62J02) Generalized stochastic processes (60G20) Asymptotic properties of parametric tests (62F05)

Related Items (11)

Scaling transition for nonlinear random fields with long-range dependence ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) ⋮ Scaling limits of solutions of linear evolution equations with random initial conditions ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence ⋮ When scattering transform meets non-Gaussian random processes, a double scaling limit result ⋮ Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ Scaling transition for long-range dependent Gaussian random fields ⋮ Stochastic wave propagation in Maxwell's equations

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