Scaling limits for random fields with long-range dependence
Abstract
This paper studies the limits of a spatial random field generated by uniformly scattered random sets, as the density of the sets grows to infinity and the mean volume of the sets tends to zero. Assuming that the volume distribution has a regularly varying tail with infinite variance, we show that the centered and renormalized random field can have three different limits, depending on the relative speed at which and are scaled. If grows much faster than shrinks, the limit is Gaussian with long-range dependence, while in the opposite case, the limit is independently scattered with infinite second moments. In a special intermediate scaling regime, there exists a nontrivial limiting random field that is not stable.
Cite
@article{arxiv.0707.3729,
title = {Scaling limits for random fields with long-range dependence},
author = {Ingemar Kaj and Lasse Leskelä and Ilkka Norros and Volker Schmidt},
journal= {arXiv preprint arXiv:0707.3729},
year = {2011}
}
Comments
Published at http://dx.doi.org/10.1214/009117906000000700 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)