Scaling transition for long-range dependent Gaussian random fields

DOI10.1016/J.SPA.2014.12.011MaRDI QIDQ2342393zbMATH OpenOpenAlexFDO

Authors Donata Puplinskaitė, Donatas Surgailis

Publication date 28 April 2015

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

Full work available at URL https://arxiv.org/abs/1409.2830

zbMATH Keywords

long-range dependenceoperator scaling random fieldscaling transitionstationary Gaussian random fields

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Random fields (60G60)

Abstract: In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields $X$ on $mathbb{Z}^2$ in terms of partial sums limits, or scaling limits, of $X$ over rectangles whose sides grow at possibly different rate. The present paper establishes the existence of scaling transition for a natural class of stationary Gaussian random fields on $mathbb{Z}^2$ with long-range dependence. The scaling limits of such random fields are identified and characterized by dependence properties of rectangular increments.

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Cited in

(25)

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• From random partitions to fractional Brownian sheets
• Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
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