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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2018 Volume 63, Issue 3, Pages 520–544 (Mi tvp5148)

This article is cited 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

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

Language: English

DOI: 10.4213/tvp5148


 English version:
Theory of Probability and its Applications, 2019, 63:3, 426–446

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© Steklov Math. Inst. of RAS, 2024