Tauberian and Abelian theorems for long-range dependent random fields
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Publication:2513638
DOI10.1007/S11009-012-9276-9zbMATH Open1307.60068arXiv1307.1857OpenAlexW2076979359MaRDI QIDQ2513638FDOQ2513638
Authors: Nikolai N. Leonenko, Andriy Olenko 
Publication date: 28 January 2015
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1307.1857
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