pith. machine review for the scientific record. sign in

arxiv: 0707.3729 · v1 · submitted 2007-07-25 · 🧮 math.PR

Recognition: unknown

Scaling limits for random fields with long-range dependence

Authors on Pith no claims yet
classification 🧮 math.PR
keywords randomfieldlambdalimitssetsdependencegrowsinfinite
0
0 comments X
read the original abstract

This paper studies the limits of a spatial random field generated by uniformly scattered random sets, as the density $\lambda$ of the sets grows to infinity and the mean volume $\rho$ of the sets tends to zero. Assuming that the volume distribution has a regularly varying tail with infinite variance, we show that the centered and renormalized random field can have three different limits, depending on the relative speed at which $\lambda$ and $\rho$ are scaled. If $\lambda$ grows much faster than $\rho$ shrinks, the limit is Gaussian with long-range dependence, while in the opposite case, the limit is independently scattered with infinite second moments. In a special intermediate scaling regime, there exists a nontrivial limiting random field that is not stable.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.