Research output: Contribution to journal › Article › peer-review
Lamperti-type theorems for random fields are presented. Together with known results, some new results are put forward on R m -valued self-similar fields {X(t), t ∈ 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.
| Original language | English |
|---|---|
| Pages (from-to) | 426-446 |
| Number of pages | 21 |
| Journal | Theory of Probability and its Applications |
| Volume | 63 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Jan 2019 |
ID: 49897380