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 with moving-average coefficients decaying as and in the horizontal and vertical directions, . The scaling limits are taken over rectangles whose sides increase as and when , for any . 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