English

Scaling transition for singular linear random fields on $\mathbb{Z}^2$: spectral approach

Probability 2023-01-06 v1

Abstract

We study partial sums limits of linear random fields XX on Z2\mathbb{Z}^2 with spectral density f(x)f({\mathbf x}) tending to ,0\infty,\, 0 or to both (along different subsequences) as x(0,0){\mathbf x} \to (0,0). The above behaviors are termed (spectrum) long-range dependence, negative dependence, and long-range negative dependence, respectively, and assume an anisotropic power-law form of f(x)f({\mathbf x}) near the origin. The partial sums are taken over rectangles whose sides increase as λ\lambda and λγ\lambda^\gamma , for any fixed γ>0\gamma >0. We prove that for above XX the partial sums or scaling limits exist for any γ>0\gamma>0 and exhibit a scaling transition at some γ=γ0>0\gamma = \gamma_0>0; moreover, the `unbalanced' scaling limits (γγ0\gamma\ne\gamma_0) are Fractional Brownian Sheet with Hurst parameters taking values from [0,1][0,1]. The paper extends \cite{ps2015, pils2017, sur2020} to the above spectrum dependence conditions and/or more general values of Hurst parameters.

Keywords

Cite

@article{arxiv.2301.02015,
  title  = {Scaling transition for singular linear random fields on $\mathbb{Z}^2$: spectral approach},
  author = {Donatas Surgailis},
  journal= {arXiv preprint arXiv:2301.02015},
  year   = {2023}
}

Comments

21 pages, 1 figure

R2 v1 2026-06-28T08:03:38.050Z