English

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 Z3{\mathbb {Z}}^3 with long-range dependence and moving average coefficients decaying as O(tiqi)O(|t_i|^{-q_i}) in the iith direction, i=1,2,3.i=1,2,3. The scaling limits are taken over rectangles in Z3{\mathbb {Z}}^3 whose sides increase as O(λγi),i=1,2,3O(\lambda^{\gamma_i}), i=1,2,3 when λ\lambda \to \infty, for any fixed γi>0,i=1,2,3\gamma_i >0, i=1,2,3 . We prove that all these limits are Gaussian RFs whose covariance structure essentially is determined by the fulfillment or violation of the balance conditions γiqi=γjqj,1i<j3\gamma_i q_i = \gamma_j q_j, 1 \le i < j \le 3. 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}
}
R2 v1 2026-06-23T01:49:46.774Z