Lamperti type theorems for random fields
Probability
2017-05-02 v1
Abstract
In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on -valued self-similar fields , their domains of attraction and the so-called Lamperti transformations, expressing the relation between self-similarity and stationarity. Also we investigate regularly and slowly varying functions of several variables.
Cite
@article{arxiv.1705.00182,
title = {Lamperti type theorems for random fields},
author = {Youri Davydov and Vygantas Paulauskas},
journal= {arXiv preprint arXiv:1705.00182},
year = {2017}
}