Scaling limits for random fields with long-range dependence
نویسندگان
چکیده
• A submitted manuscript is the author's version of the article upon submission and before peer-review. There can be important differences between the submitted version and the official published version of record. People interested in the research are advised to contact the author for the final version of the publication, or visit the DOI to the publisher's website. • The final author version and the galley proof are versions of the publication after peer review. • The final published version features the final layout of the paper including the volume, issue and page numbers.
منابع مشابه
Self-similar Random Fields and Rescaled Random Balls Models
We study generalized random fields which arise as rescaling limits of spatial configurations of uniformly scattered random balls as the mean radius of the balls tends to 0 or infinity. Assuming that the radius distribution has a power law behavior, we prove that the centered and re-normalized random balls field admits a limit with spatial dependence and self-similarity properties. In particular...
متن کاملThe V/S test of long-range dependence in random fields
Abstract: Recently, Giraitis et al. (2003, [10]) proposed the V/S statistic for testing long memory in random sequences. We generalize this statistic to the setting of random fields. The null hypothesis is concerned with short memory random fields while the alternative contains a very large family of long memory random fields. Contrary to most of the previous works dealing with long-range depen...
متن کاملComputational studies of history dependence in nematic liquid crystals in random environments.
Glassy liquid crystalline systems are expected to show significant history-dependent effects. Two model glassy systems are the RAN and SSS (sprinkled silica spin) lattice models. The RAN model is a Lebwohl-Lasher lattice model with locally coupled nematic spins, together with uncorrelated random anisotropy fields at each site, while the SSS model has a finite concentration of impurity spins fro...
متن کاملar X iv : 0 80 9 . 16 12 v 1 [ m at h . PR ] 9 S ep 2 00 8 CORRELATED CONTINUOUS TIME RANDOM WALKS
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. This paper develops scaling limits and governing equations in the case of correl...
متن کاملCorrelated continuous time random walks
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy-tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy-tailed jumps, and the time-fractional version codes heavy-tailedwaiting times. This paper develops scaling limits and governing equations in the case of correla...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005