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 languageEnglish
Pages (from-to)426-446
Number of pages21
JournalTheory of Probability and its Applications
Volume63
Issue number3
DOIs
StatePublished - 1 Jan 2019

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • Lamperti transformations, Limit theorems, Self-similar random fields, self-similar random fields, limit theorems

ID: 49897380