Strong limit theorems for anisotropic self-similar fields
type: Item
instance of: scholarly article
title: Strong limit theorems for anisotropic self-similar fields
zbMATH Open document ID: 1314.60102
author: Yong-Cai Geng
author: Sumit K. Garg
published in: Modern Stochastics. Theory and Applications
publication date: 2015-01-16T00:00:00Z
review text: In the present paper, the authors present three different definitions of self-similar fields and establish the interconnections between them. The definitions of fractional Brownian fields and sheets are also given in the paper. They consider fields which are self-similar with respect to every coordinate with individual Hurst index (such fields are usually called anisotropic, and in the Brownian case, Brownian sheets). The main results of the paper consist in the investigations of the asymptotic growth (strong limit theorems) of the sample paths of these fields.
reviewed by: Anatoliy Swishchuk
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 6387378
zbMATH Keywords: self-similar random fields
zbMATH Keywords: strong limit theorems
zbMATH Keywords: iterated log-type law
zbMATH Keywords: fractional Brownian sheet
zbMATH Keywords: sample paths
MaRDI profile type: Publication
full work available at URL: vmsta-2014.1.1.1
OpenAlex ID: W2046052493
DOI: 10.15559/VMSTA-2014.1.1.1
description: scientific article; zbMATH DE number 6387378