Conference - Stochastic Geometry

Wednesday, April 6, 2016 - 10:40 to 11:20
Donatas Surgailis
Vilnius University
Scaling transition for nonlinear random fields with long-range dependence
Abstract: 

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions of stationary linear random fields on ${\Bbb Z}^2$ with moving average coefficients decaying at possibly different rate in the horizontal and vertical direction. The paper extends recent results on scaling transition for linear random fields in Puplinskaitė and Surgailis (2014, 2015).

The talk is based on joint work with Vytautė Pilipauskaitė (Nantes/Vilnius).

slides

Partners

Irmar LMJL ENS Rennes LMBA LAREMA

Affiliation

ANR CNRS Rennes 1 Rennes 2 Nantes INSA Rennes INRIA ENSRennes UBO UBS Angers UBL