English

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 Rm{\mathbb R}^m-valued self-similar fields {X(t), tRd}\{{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}^d \}, 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.

Keywords

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}
}
R2 v1 2026-06-22T19:31:51.632Z