Advertisement

Subordinated Random Fields: Construction of Self-similar Fields

  • Péter Major
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 849)

Abstract

We give a complete characterization of the so-called subordinated random fields of a stationary Gaussian random field. This result enables us to construct new, non-trivial (subordinated) self-similar random fields, i.e. such random fields which may appear as the limit random field in limit theorems. To tell whether the formulas defining these subordinated random fields are meaningful or not we have to decide whether certain classical integrals are convergent or divergent. Hence this chapter contains some results in this direction.

References

  1. 16.
    Gelfand, I.M., Vilenkin, N.Ya.: Generalized Functions. IV. Some Applications of Harmonic Analysis. Academic (Harcourt, Brace Jovanovich Publishers), New York (1964)Google Scholar

Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Péter Major
    • 1
  1. 1.Alfréd Rényi Mathematical Institute Hungarian Academy of SciencesBudapestHungary

Personalised recommendations