Anisotropic scaling limits of long-range dependent linear random fields on ${\mathbb {Z}}^3$
Probability
2018-05-10 v1
Abstract
We provide a complete description of anisotropic scaling limits of stationary linear random field on with long-range dependence and moving average coefficients decaying as in the th direction, The scaling limits are taken over rectangles in whose sides increase as when , for any fixed . We prove that all these limits are Gaussian RFs whose covariance structure essentially is determined by the fulfillment or violation of the balance conditions . The paper extends recent results in \cite{ps2015}, \cite{ps2016}, \cite{pils2016}, \cite{pils2017} on anisotropic scaling of long-range dependent random fields from dimension 2 to dimension 3.
Keywords
Cite
@article{arxiv.1805.03570,
title = {Anisotropic scaling limits of long-range dependent linear random fields on ${\mathbb {Z}}^3$},
author = {Donatas Surgailis},
journal= {arXiv preprint arXiv:1805.03570},
year = {2018}
}