Invariance principles for operator-scaling Gaussian random fields

DOI10.1214/16-AAP1229zbMath1370.60057arXiv1504.04891MaRDI QIDQ2013581

Yizao Wang, Olivier Durieu, Hermine Biermé

Publication date: 8 August 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.04891

zbMATH Keywords

invariance principlelong-range dependenceoperator-scaling Gaussian random fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

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Local scaling limits of Lévy driven fractional random fields ⋮ From random partitions to fractional Brownian sheets ⋮ Generalized operator-scaling random ball model ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises

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