Lamperti-type theorems for random fields
Teoriâ veroâtnostej i ee primeneniâ, Tome 63 (2018) no. 3, pp. 520-544
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Lamperti-type theorems for random fields are presented. Together with known
results, some new results are put forward on $\mathbf{R}^m$-valued self-similar
fields $\{\mathbf{X}(\mathbf{t}),\, \mathbf{t} \in \mathbf{R}^d \}$, their
domains of attraction, and the so-called Lamperti transformations, expressing
the relation between self-similarity and stationarity. Regularly and slowly
varying functions of several variables are also investigated.
Keywords:
self-similar random fields, limit theorems
Mots-clés : Lamperti transformations.
Mots-clés : Lamperti transformations.
@article{TVP_2018_63_3_a6,
author = {Y. Davydov and V. Paulauskas},
title = {Lamperti-type theorems for random fields},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {520--544},
publisher = {mathdoc},
volume = {63},
number = {3},
year = {2018},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2018_63_3_a6/}
}
Y. Davydov; V. Paulauskas. Lamperti-type theorems for random fields. Teoriâ veroâtnostej i ee primeneniâ, Tome 63 (2018) no. 3, pp. 520-544. http://geodesic.mathdoc.fr/item/TVP_2018_63_3_a6/