Scaling limits of linear random fields on Z2{\mathbb{Z}}^2 with general dependence axis

preprint2022arXivOpen access

Abstract

We discuss anisotropic scaling of long-range dependent linear random fields XX on Z2{\mathbb{Z}}^2 with arbitrary dependence axis (direction in the plane along which the moving-average coefficients decay at a smallest rate). The scaling limits are taken over rectangles whose sides are parallel to the coordinate axes and increase as λλ and λγλ^γ when λ→∞λ\to \infty, for any γ>0γ>0. The scaling transition occurs at γ0X>0γ^X_0 >0 if the scaling limits of XX are different and do not depend on γγ for γ>γ0Xγ> γ^X_0 and γ<γ0Xγ< γ^X_0. We prove that the fact of `oblique' dependence axis (or incongruous scaling) dramatically changes the scaling transition in the above model so that γ0X=1γ_0^X = 1 independently of other parameters, contrasting the results in Pilipauskaitė and Surgailis (2017) on the scaling transition under congruous scaling.

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