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Anisotropic scaling limits of long-range dependent random fields
Lithuanian Mathematical Journal ( IF 0.5 ) Pub Date : 2019-10-01 , DOI: 10.1007/s10986-019-09459-4
Donatas Surgailis

We review recent results on anisotropic scaling limits and the scaling transition for linear and their subordinated nonlinear long-range dependent stationary random fields X on ℤ2. The scaling limits $$ {V}_{\upgamma}^X $$ are taken over rectangles in ℤ2 whose sides increase as O(λ) and O(λγ ) as λ→∞for any fixed γ > 0. The scaling transition occurs at $$ {\upgamma}_0^X>0 $$ provided that $$ {V}_{\upgamma}^X $$ are different for $$ \upgamma >{\upgamma}_0^X $$ and $$ \upgamma <{\upgamma}_0^X $$ and do not depend on γ otherwise.

中文翻译:

长程相关随机场的各向异性标度限制

我们回顾了最近关于 ℤ2 上线性及其从属非线性长程相关平稳随机场 X 的各向异性标度限制和标度转换的结果。缩放限制 $$ {V}_{\upgamma}^X $$ 取自 ℤ2 中的矩形,其边随 O(λ) 增加,O(λγ ) 随 λ→∞ 增加,对于任何固定的 γ > 0。缩放转换发生在 $$ {\upgamma}_0^X>0 $$ 条件下,$$ {V}_{\upgamma}^X $$ 对于 $$ \upgamma >{\upgamma}_0^X $$ 和 $ 是不同的$ \upgamma <{\upgamma}_0^X $$ 否则不依赖于 γ。
更新日期:2019-10-01
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