کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156112 958802 2009 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Rescaled weighted random ball models and stable self-similar random fields
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Rescaled weighted random ball models and stable self-similar random fields
چکیده انگلیسی

We consider weighted random balls in RdRd distributed according to a random Poisson measure with heavy-tailed intensity and study the asymptotic behavior of the total weight of some configurations in RdRd while we perform a zooming operation. The resulting procedure is 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 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 αα-stable stationary isotropic self-similar generalized random fields which recovers Takenaka fields, Telecom process or fractional Brownian motion.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 10, October 2009, Pages 3633–3652
نویسندگان
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