Tauberian and Abelian theorems for long-range dependent random fields
classification
🧮 math.PR
keywords
fieldsrandomdependentlong-rangetheoremsabeliancovariancefunctions
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This paper surveys Abelian and Tauberian theorems for long-range dependent random fields. We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and spectral densities at zero. The use of the theorems and their limitations are demonstrated through applications to some new and less-known examples of covariance functions of long-range dependent random fields.
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