DOI

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.

Язык оригиналаанглийский
Страницы (с-по)426-446
Число страниц21
ЖурналTheory of Probability and its Applications
Том63
Номер выпуска3
DOI
СостояниеОпубликовано - 1 янв 2019

    Предметные области Scopus

  • Теория вероятности и статистика
  • Статистика, теория вероятности и теория неопределенности

ID: 49897380