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arxiv: 1705.00182 · v1 · pith:HUZHCATEnew · submitted 2017-04-29 · 🧮 math.PR

Lamperti type theorems for random fields

classification 🧮 math.PR
keywords fieldslampertimathbbrandomresultstheoremstypeattraction
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In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${\mathbb R}^m$-valued self-similar fields $\{{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}^d \}$, their domains of attraction and the so-called Lamperti transformations, expressing the relation between self-similarity and stationarity. Also we investigate regularly and slowly varying functions of several variables.

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