On infinitely divisible self-similar random fields

DOI10.1007/BF00534943MaRDI QIDQ3908261zbMATH OpenFDO

Authors Donatas Surgailis

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

infinitely divisiblemultiple stochastic integralslimit theoremsstationary random fieldsself-similar random fields

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Random fields (60G60)

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• A limit theorem related to a new class of self similar processes
• Convergence of integrated processes of arbitrary Hermite rank
• Gaussian and their subordinates self-similar random generalized fields
• Infinite variance self-similar processes subordinate to a poisson measure
• Lois indefiniment divisibles sur l'espace des distributions
• Multiple Wiener integral
• Non-central limit theorems for non-linear functional of Gaussian fields
• On Extended Stochastic Intervals
• Orthogonal functionals of the Poisson process
• Semi-Stable Stochastic Processes
• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
• Stable self-similar fields
• Stationary Stochastic Processes. (MN-8)
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.

Cited in

(5)

• Zones of attraction of self-similar multiple integrals
• Limit theorems for some polynomial statistics of the Poisson process
• Self-similar random fields
• Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes
• Infinite variance self-similar processes subordinate to a poisson measure

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