Rescaled weighted random ball models and stable self-similar random fields

DOI10.1016/J.SPA.2009.06.010zbMATH Open1175.60049arXiv0807.4700OpenAlexW1978700040MaRDI QIDQ734656FDOQ734656

Authors: Jean-Christophe Breton, Clément Dombry 

Publication date: 13 October 2009

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

Abstract: We consider weighted random balls in $ea{l}^d$ distributed according to a random Poisson measure with heavy-tailed intensity and study the asymptotic behaviour of the total weight of some configurations in $ea{l}^d$. This procedure amounts to be very rich and several regimes appear in the limit, depending on the intensity of the balls, the zooming factor, the tail parameters of the radii and of the weights. Statistical properties of the limit fields are also evidenced, such as isotropy, self-similarity or dependence. One regime is of particular interest and yields $alpha$-stable stationary isotropic self-similar generalized random fields which recovers Takenaka fields, Telecom process or fractional Brownian motion.

Full work available at URL: https://arxiv.org/abs/0807.4700

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zbMATH Keywords

self-similarityPoisson point processgeneralized random fieldsstable field

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52)

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Cited In (16)

• Macroscopic analysis of shot-noise Cox random balls
• A generalisation of the fractional Brownian field based on non-Euclidean norms
• Macroscopic analysis of determinantal random balls
• Poisson random balls: self-similarity and X-ray images
• Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
• Rescaled weighted determinantal random balls
• Poisson sphere counting processes with random radii
• Micropulses and different types of Brownian motion
• Random balls model with dependence
• Self-similar random fields and rescaled random balls models
• Infinite dimensional functional convergences in random balls model
• On stochastic models of teletraffic with heavy-tailed distributions
• Scaling limits for a random boxes model
• On the convergence of a multidimensional workload in a service system to a stable process
• Limiting fractal random processes in heavy-tailed systems
• Generalized operator-scaling random ball model

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