Abstract
This paper studies the limits of a spatial random field generated by uniformly scattered random sets, as the density λ of the sets grows to infinity and the mean volume ρ of the sets tends to zero.
Assuming that the volume distribution has a regularly varying tail with infinite variance, we show that the centered and renormalized random field can have three different limits, depending on the relative speed at which λ and ρ are scaled.
If λ grows much faster than ρ shrinks, the limit is Gaussian with long-range dependence, while in the opposite case, the limit is independently scattered with infinite second moments.
In a special intermediate scaling regime, there exists a nontrivial limiting random field that is not stable.
Assuming that the volume distribution has a regularly varying tail with infinite variance, we show that the centered and renormalized random field can have three different limits, depending on the relative speed at which λ and ρ are scaled.
If λ grows much faster than ρ shrinks, the limit is Gaussian with long-range dependence, while in the opposite case, the limit is independently scattered with infinite second moments.
In a special intermediate scaling regime, there exists a nontrivial limiting random field that is not stable.
Original language | English |
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Pages (from-to) | 528-550 |
Journal | Annals of Probability |
Volume | 35 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2007 |
MoE publication type | A1 Journal article-refereed |