Article ID Journal Published Year Pages File Type
1156112 Stochastic Processes and their Applications 2009 20 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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