کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155469 958731 2015 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Scaling transition for long-range dependent Gaussian random fields
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Scaling transition for long-range dependent Gaussian random fields
چکیده انگلیسی

In Puplinskaitė and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields XX on Z2Z2 in terms of partial sums limits, or scaling limits, of XX 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 Z2Z2 with long-range dependence. The scaling limits of such random fields are identified and characterized by dependence properties of rectangular increments.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 125, Issue 6, June 2015, Pages 2256–2271
نویسندگان
, ,