On infinitely divisible self-similar random fields

DOI10.1007/BF00534943zbMath0458.60052MaRDI QIDQ3908261

Donatas Surgailis

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

infinitely divisiblelimit theoremsmultiple stochastic integralsstationary random fieldsself-similar random fields

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Characteristic functions; other transforms (60E10)

Related Items (5)

Limit theorems for some polynomial statistics of the Poisson process ⋮ CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES ⋮ Self-similar random fields ⋮ Zones of attraction of self-similar multiple integrals ⋮ Infinite variance self-similar processes subordinate to a poisson measure

Cites Work

• Stable self-similar fields
• Gaussian and their subordinates self-similar random generalized fields
• Lois indefiniment divisibles sur l'espace des distributions
• Multiple Wiener integral
• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
• Infinite variance self-similar processes subordinate to a poisson measure
• On Extended Stochastic Intervals
• A limit theorem related to a new class of self similar processes
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Semi-Stable Stochastic Processes
• Stationary Stochastic Processes. (MN-8)
• Orthogonal functionals of the Poisson process
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