Local scaling limits of Levy driven fractional random fields

被引:2
|
作者
Pilipauskaite, Vytaute [1 ]
Surgailis, Donatas [2 ]
机构
[1] Univ Luxembourg, Dept Math, 6 Ave Fonte, L-4364 Esch Sur Alzette, Luxembourg
[2] Vilnius Univ, Fac Math & Informat, Naugarduko 24, LT-03225 Vilnius, Lithuania
关键词
Fractional random field; local anisotropic scaling limit; rectangular increment; Levy random measure; scaling transition; multi self-similar random field; LINEAR RANDOM-FIELDS; STOCHASTIC-PROCESSES; AGGREGATION; TRANSITION; ROUGHNESS; THEOREMS;
D O I
10.3150/21-BEJ1439
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
We obtain a complete description of local anisotropic scaling limits for a class of fractional random fields X on R-2 written as stochastic integral with respect to infinitely divisible random measure. The scaling procedure involves increments of X over points the distance between which in the horizontal and vertical directions shrinks as O(lambda) and O(lambda(gamma)) respectively as lambda down arrow 0, for some gamma > 0. We consider two types of increments of X: usual increment and rectangular increment, leading to the respective concepts of gamma-tangent and gamma-rectangent random fields. We prove that for above X both types of local scaling limits exist for any gamma > 0 and undergo a transition, being independent of gamma > gamma(0) and gamma < gamma(0), for some gamma(0) > 0; moreover, the 'unbalanced' scaling limits (gamma not equal gamma(0)) are (H-1, H-2)-multi self-similar with one of H-i, i = 1, 2, equal to 0 or 1. The paper extends Pilipauskaite and Surgailis (Stochastic Process. Appl. 127 (2017) 2751-2779) and Surgailis (Stochastic Process. Appl. 130 (2020) 7518-7546) on largescale anisotropic scaling of random fields on Z(2) and Benassi et al. (Bernoulli 10 (2004) 357-373) on 1-tangent limits of isotropic fractional Levy random fields.
引用
收藏
页码:2833 / 2861
页数:29
相关论文
共 50 条
  • [41] Scaling Limits for Random Quadrangulations of Positive Genus
    Bettinelli, Jeremie
    ELECTRONIC JOURNAL OF PROBABILITY, 2010, 15 : 1594 - 1644
  • [42] Scaling limits for gradient systems in random environment
    Goncalves, Patricia
    Jara, Milton
    JOURNAL OF STATISTICAL PHYSICS, 2008, 131 (04) : 691 - 716
  • [43] Scaling limits for the peeling process on random maps
    Curien, Nicolas
    Le Gall, Jean-Francois
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2017, 53 (01): : 322 - 357
  • [44] On the sphericity of scaling limits of random planar quadrangulations
    Miermont, Gregory
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2008, 13 : 248 - 257
  • [45] RANDOM CURVES, SCALING LIMITS AND LOEWNER EVOLUTIONS
    Kemppainen, Antti
    Smirnov, Stanislav
    ANNALS OF PROBABILITY, 2017, 45 (02): : 698 - 779
  • [46] Convex hulls of random walks and their scaling limits
    Wade, Andrew R.
    Xu, Chang
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 125 (11) : 4300 - 4320
  • [47] Large random planar maps and their scaling limits
    Le Gall, Jean-Francois
    EUROPEAN CONGRESS OF MATHEMATICS 2008, 2010, : 253 - 276
  • [48] Variance asymptotics and scaling limits for random polytopes
    Calka, Pierre
    Yukich, J. E.
    ADVANCES IN MATHEMATICS, 2017, 304 : 1 - 55
  • [49] Scaling limits of random Pólya trees
    Konstantinos Panagiotou
    Benedikt Stufler
    Probability Theory and Related Fields, 2018, 170 : 801 - 820
  • [50] Scaling Limits for Gradient Systems in Random Environment
    Patrícia Gonçalves
    Milton Jara
    Journal of Statistical Physics, 2008, 131 : 691 - 716