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 on 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 and when , for any . The scaling transition occurs at if the scaling limits of are different and do not depend on for and . We prove that the fact of `oblique' dependence axis (or incongruous scaling) dramatically changes the scaling transition in the above model so that 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}
}