Probability Seminar

Yizao WangUniversity of Cincinnati
Phenomena of critical regimes in invariance principles for operator-scaling Gaussian random fields

Monday, February 9, 2015 - 4:00pm
Malott 406

Hammond and Sheffield (2013) recently introduced a model of correlated random walk of which the partial sums scale to a fractional Brownian motion with long-range dependence. In this talk, we consider a natural generalization of this model to higher dimensions. We define a $\mathbb{Z}^{d}$-indexed random field with dependence determined by an underlying random graph, and we study the scaling limit of its partial sums over increasing rectangles. An interesting phenomenon occurs: when the rectangles increase at different rates, different limiting fields may arise. In particular, there is a critical regime where the limiting field is operator-scaling, while this is not the case in other regimes.
Joint work with Hermine Biermé and Olivier Durieu.