Some remarks on scaling transition in limit theorems for random fields
Abstract
In the paper we present simple examples of linear random fields defined on and which exhibit the scaling transition phenomenon. These examples lead to more general definition of the scaling transition and allow to understand the mechanism of appearance of this phenomenon better. In previous papers devoted to the scaling transition it was proved mainly for random fields with finite variance and long-range dependence. We consider random fields with finite and infinite variance. Our examples show that the scaling transition phenomenon can be observed for linear random fields with the so-called negative dependence, which is part of short-range dependence. Relation of the scaling transition with Lamperti type theorems for random fields is discussed.
Keywords
Cite
@article{arxiv.1903.09399,
title = {Some remarks on scaling transition in limit theorems for random fields},
author = {Julius Damarackas and Vygantas Paulauskas},
journal= {arXiv preprint arXiv:1903.09399},
year = {2020}
}
Comments
37 pages, 2 figures ; this is the version 2 of submission ArXiv:1903.09399v1[math.PR]22Mar2019