Tangent fields and the local structure of random fields (Q1866064)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tangent fields and the local structure of random fields |
scientific article |
Statements
Tangent fields and the local structure of random fields (English)
0 references
3 April 2003
0 references
This paper examines the local structure of a random field \(X\) on \(\mathbb{R}^N\), such that \(\lim_{n\to\infty} (X(z+r_nt)- X(z))/c_n\) is defined to be a tangent field for sequences \(r_n\searrow 0\) and \(c_n\searrow 0\). The paper develops general properties of tangent fields.
0 references
tangent fields
0 references
fractional Brownian motion
0 references
self-similar processes
0 references
strong invariance
0 references
random fields
0 references
