Scaling transition for singular linear random fields on $\mathbb{Z}^2$: spectral approach
Abstract
We study partial sums limits of linear random fields on with spectral density tending to or to both (along different subsequences) as . 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 near the origin. The partial sums are taken over rectangles whose sides increase as and , for any fixed . We prove that for above the partial sums or scaling limits exist for any and exhibit a scaling transition at some ; moreover, the `unbalanced' scaling limits () are Fractional Brownian Sheet with Hurst parameters taking values from . The paper extends \cite{ps2015, pils2017, sur2020} to the above spectrum dependence conditions and/or more general values of Hurst parameters.
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