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Tangent Fields and the Local Structure of Random Fields

Kenneth J. Falconer ()
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Kenneth J. Falconer: University of St. Andrews

Journal of Theoretical Probability, 2002, vol. 15, issue 3, 731-750

Abstract: Abstract A tangent field of a random field X on ℝ N at a point z is defined to be the limit of a sequence of scaled enlargements of X about z. This paper develops general properties of tangent fields, emphasising their rich structure and strong invariance properties which place considerable constraints on their form. The theory is illustrated by a variety of examples, both of a smooth and fractal nature.

Keywords: Tangent fields; random fields; fractional brownian fields; self-similar processes; strong invariance (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1016276016983

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