Local scaling limits of Lévy driven fractional random fields
DOI10.3150/21-BEJ1439MaRDI QIDQ2676943
Vytautė Pilipauskaitė, Donatas Surgailis
Publication date: 28 September 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.00732
scaling transitionfractional random fieldLévy random measurelocal anisotropic scaling limitmulti self-similar random fieldrectangular increment
Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
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