English

Scaling limits of linear random fields on ${\mathbb{Z}}^2$ with general dependence axis

Probability 2022-02-22 v2

Abstract

We discuss anisotropic scaling of long-range dependent linear random fields XX on Z2{\mathbb{Z}}^2 with arbitrary dependence axis (direction in the plane along which the moving-average coefficients decay at a smallest rate). The scaling limits are taken over rectangles whose sides are parallel to the coordinate axes and increase as λ\lambda and λγ\lambda^\gamma when λ\lambda \to \infty, for any γ>0\gamma >0. The scaling transition occurs at γ0X>0\gamma^X_0 >0 if the scaling limits of XX are different and do not depend on γ\gamma for γ>γ0X\gamma > \gamma^X_0 and γ<γ0X\gamma < \gamma^X_0. We prove that the fact of `oblique' dependence axis (or incongruous scaling) dramatically changes the scaling transition in the above model so that γ0X=1\gamma_0^X = 1 independently of other parameters, contrasting the results in Pilipauskait\.e and Surgailis (2017) on the scaling transition under congruous scaling.

Keywords

Cite

@article{arxiv.2002.11453,
  title  = {Scaling limits of linear random fields on ${\mathbb{Z}}^2$ with general dependence axis},
  author = {Vytautė Pilipauskaitė and Donatas Surgailis},
  journal= {arXiv preprint arXiv:2002.11453},
  year   = {2022}
}
R2 v1 2026-06-23T13:54:28.252Z