English

Scaling transition and edge effects for negatively dependent linear random fields on ${\mathbb{Z}}^2$

Probability 2020-03-17 v2

Abstract

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for a class of negatively dependent linear random fields on Z2{\mathbb{Z}}^2 with moving-average coefficients a(t,s)a(t,s) decaying as tq1|t|^{-q_1} and sq2|s|^{-q_2} in the horizontal and vertical directions, q11+q21<1q_1^{-1} + q_2^{-1} < 1 . The scaling limits are taken over rectangles whose sides increase as λ\lambda and λγ\lambda^\gamma when λ\lambda \to \infty, for any γ>0\gamma >0. We prove that the scaling transition %and the structure of the scaling diagram in this model is closely related to the presence or absence of the edge effects.

Cite

@article{arxiv.1904.05134,
  title  = {Scaling transition and edge effects for negatively dependent linear random fields on ${\mathbb{Z}}^2$},
  author = {Donatas Surgailis},
  journal= {arXiv preprint arXiv:1904.05134},
  year   = {2020}
}

Comments

27 pages, 2 figures

R2 v1 2026-06-23T08:35:17.986Z