Donatas Surgailis
Date et heure
Conférence - Géométrie Stochastique

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).