Lamperti-type theorems for random fields

DOI10.1137/S0040585X97T989155MaRDI QIDQ4618065zbMATH OpenOpenAlexFDO

Authors Yu. Davydov, V. 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

Lamperti transformationslimit theoremsself-similar random fields

Mathematics Subject Classification ID

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

Abstract: In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${mathbbR}^m$-valued self-similar fields $$, their domains of attraction and the so-called Lamperti transformations, expressing the relation between self-similarity and stationarity. Also we investigate regularly and slowly varying functions of several variables.

Recommendations

• Self-Similarity and Lamperti Transformation for Random Fields
• On Lamperti type limit theorem and scaling transition for random fields
• Lamperti-type laws
• Asymptotic properties of integral functionals of fractional Brownian fields
• scientific article; zbMATH DE number 4074109

Cites work

• Exponents of operator self-similar random fields
• Group self-similar stable processes in \(\mathbb R^d\)
• scientific article; zbMATH DE number 1808203 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 837326 (Why is no real title available?)
• scientific article; zbMATH DE number 3225176 (Why is no real title available?)
• scientific article; zbMATH DE number 3323756 (Why is no real title available?)
• Lamperti-type theorems for random fields
• Large sample inference for long memory processes
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Multivariable Regular Variation of Functions and Measures
• Multivariate operator-self-similar random fields
• On convergence of types and processes in Euclidean space
• Operator scaling stable random fields
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Probabilistic Applications of Tauberian Theorems
• Regular Variation in R k
• Regular variation on homogeneous cones
• Self-Similarity and Lamperti Transformation for Random Fields
• Semi-Stable Stochastic Processes

Cited in

(18)

• On Lamperti type limit theorem and scaling transition for random fields
• Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
• The persistence exponents of Gaussian random fields connected by the Lamperti transform
• Tangent fields, intrinsic stationarity, and self similarity
• Anisotropic scaling limits of long-range dependent random fields
• A new random field on lattices
• Random models and the Maslov class
• AN L^p ‘COUSIN OF COBOUNDARY’ THEOREM FOR RANDOM FIELDS
• The uniform law for sojourn measures of random fields
• Lamperti-type theorems for random fields
• Strong limit theorems for anisotropic self-similar fields
• Long range dependence of heavy-tailed random functions
• Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
• On Lamperti transformation and AR(1) type characterisations of discrete random fields
• One-to-one correspondences between discrete multivariate stationary, self-similar, and stationary increment fields
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• Degree two ergodic theorem for divergence-free stationary random fields
• Shannon-McMillan theorems for discrete random fields along curves and lower bounds for surface-order large deviations

This page was built for publication: Lamperti-type theorems for random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4618065)