Scaling limits for random fields with long-range dependence


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.


Keywords: long-range dependence, self-similar random field, fractional Brownian motion, fractional Gaussian noise, stable random measure, Riesz energy

AMS subject classification: 60F17, 60G60, 60G18