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Lamperti-type theorems for random fields. / Davydov, Yu; Paulauskas, V.

в: Theory of Probability and its Applications, Том 63, № 3, 01.01.2019, стр. 426-446.

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Harvard

Davydov, Y & Paulauskas, V 2019, 'Lamperti-type theorems for random fields', Theory of Probability and its Applications, Том. 63, № 3, стр. 426-446. https://doi.org/10.1137/S0040585X97T989155

APA

Davydov, Y., & Paulauskas, V. (2019). Lamperti-type theorems for random fields. Theory of Probability and its Applications, 63(3), 426-446. https://doi.org/10.1137/S0040585X97T989155

Vancouver

Davydov Y, Paulauskas V. Lamperti-type theorems for random fields. Theory of Probability and its Applications. 2019 Янв. 1;63(3):426-446. https://doi.org/10.1137/S0040585X97T989155

Author

Davydov, Yu ; Paulauskas, V. / Lamperti-type theorems for random fields. в: Theory of Probability and its Applications. 2019 ; Том 63, № 3. стр. 426-446.

BibTeX

@article{9fefba6fafc646c38a0c0d49095dbca4,
title = "Lamperti-type theorems for random fields",
abstract = " 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. ",
keywords = "Lamperti transformations, Limit theorems, Self-similar random fields, self-similar random fields, limit theorems",
author = "Yu Davydov and V. Paulauskas",
year = "2019",
month = jan,
day = "1",
doi = "10.1137/S0040585X97T989155",
language = "English",
volume = "63",
pages = "426--446",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "3",

}

RIS

TY - JOUR

T1 - Lamperti-type theorems for random fields

AU - Davydov, Yu

AU - Paulauskas, V.

PY - 2019/1/1

Y1 - 2019/1/1

N2 - 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.

AB - 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.

KW - Lamperti transformations

KW - Limit theorems

KW - Self-similar random fields

KW - self-similar random fields

KW - limit theorems

UR - http://www.scopus.com/inward/record.url?scp=85064719358&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97T989155

DO - 10.1137/S0040585X97T989155

M3 - Article

AN - SCOPUS:85064719358

VL - 63

SP - 426

EP - 446

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 3

ER -

ID: 49897380