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arXiv · 2301.01639

On Lamperti transformation and characterisations of discrete random fields

Marko Voutilainen·Lauri Viitasaari·Pauliina Ilmonen
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Abstract

In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and, through Lamperti transformation, self-similar fields. Our contribution is a natural generalisation of recently proved results covering the case of stationary processes.

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Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen. 2023-01-04. On Lamperti transformation and characterisations of discrete random fields. https://arxiv.org/abs/2301.01639

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