Scaling limits for random fields with long-range dependence (Q2371947)
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scientific article; zbMATH DE number 5170350
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| English | Scaling limits for random fields with long-range dependence |
scientific article; zbMATH DE number 5170350 |
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Scaling limits for random fields with long-range dependence (English)
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9 July 2007
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The paper studies the possible limits of a spatial random field generated by uniformly scattered random sets, as the density \(\lambda\) of the sets grows to infinity and the mean volume \(\rho\) of the sets tends to zero. It is shown that the centrated and renormalized random field can have three different limits, depending on the relative speed at which \(\lambda\) and \(\rho\) are scaled.
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self-similar random fields
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long-range dependence
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fractional Brownian notion
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stable random measure
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0.9457077
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0.9278853
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0.9227298
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0.91827947
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0.9153393
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0.90260684
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0.90078276
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0.8992789
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