On Lamperti type limit theorem and scaling transition for random fields

DOI10.1016/J.JMAA.2020.124852MaRDI QIDQ1996145zbMATH OpenOpenAlexFDO

Authors Julius Damarackas, V. Paulauskas

Publication date 3 March 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2020.124852

zbMATH Keywords

limit theoremsrandom linear fieldsscaling transitionsummation of random fields

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18)

Recommendations

• Lamperti-type theorems for random fields
• Scaling transition for long-range dependent Gaussian random fields
• Anisotropic scaling limits of long-range dependent random fields
• Scaling transition for nonlinear random fields with long-range dependence
• Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis

Cites work

• Aggregation of autoregressive random fields and anisotropic long-range dependence
• Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
• Central limit theorems for long range dependent spatial linear processes
• Lamperti-type theorems for random fields
• Scaling transition for long-range dependent Gaussian random fields
• Scaling transition for nonlinear random fields with long-range dependence
• Semi-Stable Stochastic Processes
• Some remarks on definitions of memory for stationary random processes and fields

Cited in

(7)

• Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
• Scaling limits for random fields with long-range dependence
• Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
• Limit theorems for linear random fields with tapered innovations. II: The stable case
• Anisotropic scaling limits of long-range dependent random fields
• Lamperti-type theorems for random fields
• The persistence exponents of Gaussian random fields connected by the Lamperti transform

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