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Scaling limits of stationary determinantal shot-noise fields

Probability 2023-08-11 v2

Abstract

We consider a shot-noise field defined on a stationary determinantal point process on Rd\mathbb{R}^d associated with i.i.d. amplitudes and a bounded response function, for which we investigate the scaling limits as the intensity of the point process goes to infinity. Specifically, we show that the centralized and suitably scaled shot-noise field converges in finite dimensional distributions to i) a Gaussian random field when the amplitudes have the finite second moment and ii) an α\alpha-stable random field when the amplitudes follow a regularly varying distribution with index α-\alpha for α(1,2)\alpha\in(1,2). We first prove the corresponding results for the shot-noise field defined on a homogeneous Poisson point process and then extend them to the one defined on a stationary determinantal point process.

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Cite

@article{arxiv.2303.05011,
  title  = {Scaling limits of stationary determinantal shot-noise fields},
  author = {Takumi Aburayama and Naoto Miyoshi},
  journal= {arXiv preprint arXiv:2303.05011},
  year   = {2023}
}

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15pages