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In and Out of Equilibrium 3: Celebrating Vladas SidoraviciusScaling Limits of Linear Random Fields on ℤ2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $${\mathbb {Z}}^2$$ \end{document} with General Dependence Axis

In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius: Scaling Limits of Linear Random... [We discuss anisotropic scaling limits of long-range dependent linear random fields X on ℤ2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\mathbb {Z}^2$$ \end{document} with arbitrary dependence axis (direction in the plane along which the moving-average coefficients decay at a smallest rate). The scaling limits VγX\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$V^X_{\gamma }$$ \end{document} are random fields on ℝ+2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\mathbb {R}^2_+$$ \end{document} defined as the limits (in the sense of finite-dimensional distributions) of partial sums of X taken over rectangles with sides increasing along horizontal and vertical directions at rates λ and λγ respectively as λ →∞ for arbitrary fixed γ > 0. The scaling limits generally depend on γ and constitute a one-dimensional family {VγX,γ>0}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\{V^X_{\gamma }, \gamma >0\}$$ \end{document} of random fields. The scaling transition occurs at some γ0X>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\gamma ^X_0 >0$$ \end{document} if VγX\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$V^X_\gamma $$ \end{document} are different and do not depend on γ for γ>γ0X\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$ \gamma > \gamma ^X_0 $$ \end{document} and γ<γ0X\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\gamma < \gamma ^X_0$$ \end{document}. We prove that the fact of ‘oblique’ dependence axis (or incongruous scaling) dramatically changes the scaling transition in the above model so that γ0X=1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\gamma _0^X = 1$$ \end{document} independently of other parameters, contrasting the results in Pilipauskaitė and Surgailis (2017) on the scaling transition under congruous scaling.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

In and Out of Equilibrium 3: Celebrating Vladas SidoraviciusScaling Limits of Linear Random Fields on ℤ2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $${\mathbb {Z}}^2$$ \end{document} with General Dependence Axis

Part of the Progress in Probability Book Series (volume 77)
Editors: Vares, Maria Eulália; Fernández, Roberto; Fontes, Luiz Renato; Newman, Charles M.

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References (22)

Publisher
Springer International Publishing
Copyright
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
ISBN
978-3-030-60753-1
Pages
683 –710
DOI
10.1007/978-3-030-60754-8_28
Publisher site
See Chapter on Publisher Site

Abstract

[We discuss anisotropic scaling limits of long-range dependent linear random fields X on ℤ2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\mathbb {Z}^2$$ \end{document} with arbitrary dependence axis (direction in the plane along which the moving-average coefficients decay at a smallest rate). The scaling limits VγX\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$V^X_{\gamma }$$ \end{document} are random fields on ℝ+2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\mathbb {R}^2_+$$ \end{document} defined as the limits (in the sense of finite-dimensional distributions) of partial sums of X taken over rectangles with sides increasing along horizontal and vertical directions at rates λ and λγ respectively as λ →∞ for arbitrary fixed γ > 0. The scaling limits generally depend on γ and constitute a one-dimensional family {VγX,γ>0}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\{V^X_{\gamma }, \gamma >0\}$$ \end{document} of random fields. The scaling transition occurs at some γ0X>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\gamma ^X_0 >0$$ \end{document} if VγX\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$V^X_\gamma $$ \end{document} are different and do not depend on γ for γ>γ0X\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$ \gamma > \gamma ^X_0 $$ \end{document} and γ<γ0X\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\gamma < \gamma ^X_0$$ \end{document}. We prove that the fact of ‘oblique’ dependence axis (or incongruous scaling) dramatically changes the scaling transition in the above model so that γ0X=1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\gamma _0^X = 1$$ \end{document} independently of other parameters, contrasting the results in Pilipauskaitė and Surgailis (2017) on the scaling transition under congruous scaling.]

Published: Nov 4, 2020

Keywords: Random field; Long-range dependence; Dependence axis; Anisotropic scaling limits; Scaling transition; Fractional Brownian sheet; Primary 60G60; Secondary 60G15; 60618; 60G22

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