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Tangent Fields and the Local Structure of Random Fields

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Abstract

A tangent field of a random field X on ℝN at a point z is defined to be the limit of a sequence of scaled enlargements of X about z. This paper develops general properties of tangent fields, emphasising their rich structure and strong invariance properties which place considerable constraints on their form. The theory is illustrated by a variety of examples, both of a smooth and fractal nature.

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Falconer, K.J. Tangent Fields and the Local Structure of Random Fields. Journal of Theoretical Probability 15, 731–750 (2002). https://doi.org/10.1023/A:1016276016983

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