Speaker:

Dr. Yi Shen，University of Waterloo, Canada

Inviter: 
王勇 副研究员 
Title:

Operatorscaling Gaussian random fields via aggregation 
Time & Venue:

2018.8.31 16:00 N620

Abstract:

We propose an aggregated randomfield model, and investigate the scaling limits of the aggregated partialsum random fields. In this model, each copy in the aggregation is a +1/1 valued random field built from two correlated onedimensional random walks, the law of each determined by a random persistence parameter. A flexible joint distribution of the two parameters is introduced, and given the parameters the two correlated random walks are conditionally independent. For the aggregated random field for which the persistence parameters are dependent, we show that the scaling limit depends on the growth rates of the underlying rectangular region along two directions: at different rates different operatorscaling Gaussian random fields appear as the region area tends to infinity. In particular, at the socalled critical speed, a large family of Gaussian random fields with longrange dependence arise in the limit. We also identify four different regimes at noncritical speed where fractional Brownian sheets arise in the limit. This is a joint work with Yizao Wang. 
Affiliation: 

