Tauberian and Abelian theorems for long-range dependent random fields

Abstract: This paper surveys Abelian and Tauberian theorems for long-range dependent random fields. We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and spectral densities at zero. The use of the theorems and their limitations are demonstrated through applications to some new and less-known examples of covariance functions of long-range dependent random fields.

Recommendations

Cites work

Cited in

(45)

Asymptotic behavior of functionals of cyclic long-range dependent random fields
Reduction principle for functionals of strong-weak dependent vector random fields
Asymptotic normality of simultaneous estimators of cyclic long-memory processes
Reduction principle for functionals of vector random fields
Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function
Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \)
On rate of convergence in non-central limit theorems
Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
Scaling limits of solutions of linear evolution equations with random initial conditions
Increasing domain asymptotics for the first Minkowski functional of spherical random fields
Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane
Tauberian theorems for random fields with an OR spectrum. I.
Sojourn measures of Student and Fisher-Snedecor random fields
Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D
Tauberian theorems for correlation functions and limit theorems for spherical averages of random fields
On the rate of convergence to Rosenblatt-type distribution
Limit theorems for weighted functionals of cyclical long-range dependent random fields
Impact force and moment problems on random mass density fields with fractal and Hurst effects
Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum
Limit theorems for filtered long-range dependent random fields
On stationarity properties of generalized Hermite-type processes
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
ON ASYMPTOTICS OF FUNCTIONALS OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE
Asymptotic analysis of the mean squared displacement under fractional memory kernels
Non-central limit theorems for functionals of random fields on hypersurfaces
On LSE in regression model for long-range dependent random fields on spheres
The Tauberian theorem for fields on a plane
On statistical properties of nonlinear functionals of random fields. (Abstract of thesis)
Sojourn functionals for spatiotemporal Gaussian random fields with long memory
Elastodynamic problem on tensor random fields with fractal and Hurst effects
Asymptotic covariances for functionals of weakly stationary random fields
Asymptotic normality of the LSE for chirp signal parameters
Percolation of strongly correlated Gaussian fields. I: Decay of subcritical connection probabilities
Inference for continuous-time long memory randomly sampled processes
Fluctuations of level curves for time-dependent spherical random fields
Limit theorems for \(p\)-domain functionals of stationary Gaussian fields
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos
Asymptotic properties of the periodogram estimates of the multivariate symmetric textured surface parameters
Multiscaling limit theorems for stochastic FPDE with cyclic long-range dependence
Construction and limit theorems for supCAR fields
Aggregation of autoregressive random fields and anisotropic long-range dependence
On asymptotic behavior of solutions to random fractional Riesz-Bessel equations with cyclic long memory initial conditions
Asymptotic properties of periodogram-like estimates for chirp signal parameters
On a class of minimum contrast estimators for Gegenbauer random fields