On Lamperti transformation and characterisations of discrete random fields
Abstract
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections between stationary fields, stationary increment fields and, through Lamperti transformation, self-similar fields. Our contribution is a natural generalisation of recently proved results covering the case of stationary processes.
- Publication:
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arXiv e-prints
- Pub Date:
- January 2023
- DOI:
- arXiv:
- arXiv:2301.01639
- Bibcode:
- 2023arXiv230101639V
- Keywords:
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- Mathematics - Probability