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arXiv · 1705.00182

Lamperti type theorems for random fields

Youri Davydov·Vygantas Paulauskas
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Abstract

In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${\mathbb R}^m$-valued self-similar fields $\{{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}^d \}$, their domains of attraction and the so-called Lamperti transformations, expressing the relation between self-similarity and stationarity. Also we investigate regularly and slowly varying functions of several variables.

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Youri Davydov, Vygantas Paulauskas. 2017-04-29. Lamperti type theorems for random fields. https://arxiv.org/abs/1705.00182

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