Scaling transition and edge effects for negatively dependent linear random fields on Z2

Autor: Donatas Surgailis

Publikováno v: Stochastic Processes and their Applications. 130:7518-7546

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for a class of negatively dependent linear random fields X on Z 2 with moving-average coefficients a ( t , s ) decaying as | t | − q 1 and | s |

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::775b370b2140d0bcaf60abb8fb552ccf
https://doi.org/10.1016/j.spa.2020.08.005

Anisotropic scaling limits of long-range dependent random fields

Autor: Donatas Surgailis

Publikováno v: Lithuanian Mathematical Journal. 59:595-615

We review recent results on anisotropic scaling limits and the scaling transition for linear and their subordinated nonlinear long-range dependent stationary random fields X on ℤ2. The scaling limits $$ {V}_{\upgamma}^X $$ are taken over rectangles

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::72ec63ee2c6d77329c649581f05950ab
https://doi.org/10.1007/s10986-019-09459-4

Anisotropic scaling limits of long-range dependent linear random fields on Z3

Autor: Donatas Surgailis

Publikováno v: Journal of Mathematical Analysis and Applications. 472:328-351

We provide a complete description of anisotropic scaling limits of stationary linear random field (RF) on Z 3 with long-range dependence and moving average coefficients decaying as O ( | t i | − q i ) in the ith direction, i = 1 , 2 , 3 . The scali

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::42dc9b8095de3a9f6988611ba69c2f84
https://doi.org/10.1016/j.jmaa.2018.11.027

Scaling limits of linear random fields on $\mathbb{Z}^2$ with general dependence axes

Autor: Donatas Surgailis, Vytautė Pilipauskaitė

Publikováno v: Pilipauskaite, V & Surgailis, D 2021, Scaling limits of linear random fields on $\mathbb{Z}^2$ with general dependence axes . in M E Vares, R Fernández, L R Fontes & C M Newman (eds), In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius . Progress in Probability, vol. 77, pp. 683–710 . https://doi.org/10.1007/978-3-030-60754-8_28
Progress in Probability ISBN: 9783030607531

We discuss anisotropic scaling limits of long-range dependent linear random fields X on \(\mathbb {Z}^2\) with arbitrary dependence axis (direction in the plane along which the moving-average coefficients decay at a smallest rate). The scaling limits

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::551ce0cbf59204ae360a348edcf027d3
https://vbn.aau.dk/da/publications/5e04249e-c9d0-45f8-965f-631cbe7bfb18

Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance

Autor: Viktor Skorniakov, Vytautė Pilipauskaitė, Donatas Surgailis

Publikováno v: Pilipauskaite, V, Skorniakov, V & Surgailis, D 2020, ' Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance ', Advances in Applied Probability, vol. 52, no. 1, pp. 237--265 . https://doi.org/10.1017/apr.2019.59
Pilipauskaite, V, Skorniakov, V & Surgailis, D 2020, ' Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance ', Advances in Applied Probability, vol. 52, no. 1, pp. 237-265 . https://doi.org/10.1017/apr.2019.59

We discuss the joint temporal and contemporaneous aggregation of N independent copies of random-coefficient AR(1) processes driven by independent and identically distributed innovations in the domain of normal attraction of an $\alpha$ -stable distri

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7419d41d0bfefbb5f1961443df6a8526
http://orbilu.uni.lu/handle/10993/45662