On the Invariance Principle for Homogeneous and Isotropic Random Fields

1979 ◽  
Vol 24 (1) ◽  
pp. 175-181 ◽  
Author(s):  
N. N. Leonenko ◽  
M. I. Yadrenko

2017 ◽  
Vol 216 ◽  
pp. 86-116 ◽  
Author(s):  
Quoc T. Le Gia ◽  
Ian H. Sloan ◽  
Yu Guang Wang ◽  
Robert S. Womersley


1980 ◽  
Vol 31 (5) ◽  
pp. 443-448
Author(s):  
N. N. Leonenko ◽  
M. I. Yadrenko


2018 ◽  
Vol 50 (3) ◽  
pp. 706-725
Author(s):  
Julie Fournier

Abstract A deterministic application θ:ℝ2→ℝ2 deforms bijectively and regularly the plane and allows the construction of a deformed random field X∘θ:ℝ2→ℝ from a regular, stationary, and isotropic random field X:ℝ2→ℝ. The deformed field X∘θ is, in general, not isotropic (and not even stationary), however, we provide an explicit characterization of the deformations θ that preserve the isotropy. Further assuming that X is Gaussian, we introduce a weak form of isotropy of the field X∘θ, defined by an invariance property of the mean Euler characteristic of some of its excursion sets. We prove that deformed fields satisfying this property are strictly isotropic. In addition, we are able to identify θ, assuming that the mean Euler characteristic of excursion sets of X∘θ over some basic domain is known.



1988 ◽  
Vol 36 (5) ◽  
pp. 797-812 ◽  
Author(s):  
A.H. Tewfik ◽  
B.C. Levy ◽  
A.S. Willsky


Author(s):  
Han-Mai Lin

In this paper, we study the central limit theorem (CLT) and its weak invariance principle (WIP) for sums of stationary random fields non-necessarily adapted, under different normalizations. To do so, we first state sufficient conditions for the validity of a suitable ortho-martingale approximation. Then, with the help of this approximation, we derive projective criteria under which the CLT as well as the WIP hold. These projective criteria are in the spirit of Hannan’s condition and are well adapted to linear random fields with ortho-martingale innovations and which exhibit long memory.







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