Subordinated Random Fields: Construction of Self-similar Fields

  • Péter Major
Part of the Lecture Notes in Mathematics book series (LNM, volume 849)


We give a complete characterization of the so-called subordinated random fields of a stationary Gaussian random field. This result enables us to construct new, non-trivial (subordinated) self-similar random fields, i.e. such random fields which may appear as the limit random field in limit theorems. To tell whether the formulas defining these subordinated random fields are meaningful or not we have to decide whether certain classical integrals are convergent or divergent. Hence this chapter contains some results in this direction.


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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Péter Major
    • 1
  1. 1.Alfréd Rényi Mathematical Institute Hungarian Academy of SciencesBudapestHungary

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