Scaling limits;
Percolation;
alpha-stable white noise;
Poisson point process;
Shot-noise process;
D O I:
10.1080/15326349.2014.990980
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
This article studies the scaling limit of a class of shot-noise fields defined on an independently marked stationary Poisson point process and with a power law response function. Under appropriate conditions, it is shown that the shot-noise field can be scaled suitably to have a nondegenerate alpha-stable limit, as the intensity of the underlying point process goes to infinity. More precisely, finite dimensional distributions are shown to converge, and the finite dimensional distributions of the limiting random field have i.i.d. stable random components. We hence propose to call this limit the alpha-stable white noise field. Analogous results are also obtained for the extremal shot-noise field that converges to a Frechet white noise field. Finally, these results are applied to the modeling and analysis of interference fields in large wireless networks.