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Teoriya Veroyatnostei i ee Primeneniya, 2018, Volume 63, Issue 3, Pages 520–544
DOI: https://doi.org/10.4213/tvp5148 (Mi tvp5148) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Lamperti-type theorems for random fields

Y. Davydovab, V. Paulauskasc

a Université Lille 1, Laboratoire Paul Painlevé, Lille, France
b St. Petersburg University, St. Petersburg, Russia
c Department of Mathematics and Informatics, Vilnius University, Vilnius, Lithuania
Full-text PDF (606 kB) Citations (5)
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DOI: https://doi.org/10.4213/tvp5148
Abstract: Lamperti-type theorems for random fields are presented. Together with known results, some new results are put forward on $\mathbf{R}^m$-valued self-similar fields $\{\mathbf{X}(\mathbf{t}),\, \mathbf{t} \in \mathbf{R}^d \}$, their domains of attraction, and the so-called Lamperti transformations, expressing the relation between self-similarity and stationarity. Regularly and slowly varying functions of several variables are also investigated.
Keywords: self-similar random fields, limit theorems, Lamperti transformations.
Received: 20.06.2017
Revised: 03.02.2018
Accepted: 06.03.2018
English version:
Theory of Probability and its Applications, 2019, Volume 63, Issue 3, Pages 426–446
DOI: https://doi.org/10.1137/S0040585X97T989155
Bibliographic databases:
Document Type: Article
Language: English
Citation: Y. Davydov, V. Paulauskas, “Lamperti-type theorems for random fields”, Teor. Veroyatnost. i Primenen., 63:3 (2018), 520–544; Theory Probab. Appl., 63:3 (2019), 426–446
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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