Scaling transition and edge effects for negatively dependent linear random fields on ${\mathbb{Z}}^2$

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for a class of negatively dependent linear random fields on ${\mathbb{Z}}^2$ with moving-average coefficients $a(t,s)$ decaying as $|t|^{-q_1}$ and $|s|^{-q_2}$ in the horizontal and vertical directions, $q_1^{-1} + q_2^{-1} < 1$. The scaling limits are taken over rectangles whose sides increase as $λ$ and $λ^γ$ when $λ\to \infty$, for any $γ>0$. We prove that the scaling transition %and the structure of the scaling diagram in this model is closely related to the presence or absence of the edge effects.

No reviews yet.

No comments yet.