Strong limit theorems for anisotropic self-similar fields
Volume 1, Issue 1 (2014), pp. 73–93
Pub. online: 27 June 2014
Type: Research Article
Open Access
Open Access
Received
13 August 2013
13 August 2013
Revised
6 February 2014
6 February 2014
Accepted
5 June 2014
5 June 2014
Published
27 June 2014
27 June 2014
Abstract
Our paper starts from presentation and comparison of three definitions for the self-similar field. The interconnection between these definitions has been established. Then we consider the Lamperti scaling transformation for the self-similar field and investigate the connection between the scaling transformation for such field and the shift transformation for the corresponding stationary field. It was also shown that the fractional Brownian sheet has the ergodic scaling transformation. The strong limit theorems for the anisotropic growth of the sample paths of the self-similar field at 0 and at ∞ for the upper and lower functions have been proved. It was obtained the upper bound for growth of the field with ergodic scaling transformation for slowly varying functions. We present some examples of iterated log-type limits for the Gaussian self-similar random fields.
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