Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields

DOI10.1080/07362994.2013.777280zbMath1327.62095MaRDI QIDQ5298847

V. V. Anh, María D. Ruiz-Medina, Nikolai N. Leonenko

Publication date: 24 June 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.777280

zbMATH Keywords

Burgers equation; central limit theorem; non-central limit theorem; random partial differential equations; filtered linear random fields; fractional (in time and/or in space) diffusion equations; random fractional partial differential equations

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

62J02: General nonlinear regression

60G20: Generalized stochastic processes

62F05: Asymptotic properties of parametric tests

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Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, Aggregation of autoregressive random fields and anisotropic long-range dependence, Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\), Anisotropic scaling limits of long-range dependent random fields, Scaling transition for long-range dependent Gaussian random fields, Stochastic wave propagation in Maxwell's equations, Scaling transition for nonlinear random fields with long-range dependence, Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\), Scaling limits of solutions of linear evolution equations with random initial conditions

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