Local scaling limits of Lévy driven fractional random fields
The paper is devoted to study local anisotropic scaling behavior of a class of fractional type infinitely divisible random fields (RFs) \(X\) on \(\mathbb R^2\). Usual increment and rectangular increments of \(X\) are considered, leading to the respective concepts of \(\gamma\)-tangent and \(\gamma\)-rectangent random fields. The local anisotropic scaling behavior is characterized by limits of shrinking increments of RF under anisotropic scaling, where anisotropy is due to the fact that the `horizontal' and `vertical dimensions' of the increment tend to \(0\) with \(\lambda \downarrow 0\) at different rates \(\lambda\) and \(\lambda^\gamma\) for any given \(\gamma>0\). It is proved that for \(X\) both types of local scaling limits exist for any \(\gamma > 0\) and undergo a transition, being independent of \(\gamma\ne \gamma_0\) for some \(\gamma_0>0\).
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