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Lamperti type theorems for random fields

Published 29 Apr 2017 in math.PR | (1705.00182v1)

Abstract: In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${\mathbb R}m$-valued self-similar fields ${{\bf X} ({\bf t}), \ {\bf t} \in {\mathbb R}d }$, their domains of attraction and the so-called Lamperti transformations, expressing the relation between self-similarity and stationarity. Also we investigate regularly and slowly varying functions of several variables.

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