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Anisotropic scaling of the random grain model

Vytaute Pilipauskaite
(Vilnius University, Lithuania, and Université de Nantes, France)
Thiele Seminar
Thursday, 19 January, 2017, at 13:15-14:00, in Koll. D (1531-211)
Abstract:

I will present anisotropic scaling limits of the random grain model on the plane with heavy-tailed grain area distribution. They have either independent or completely dependent increments along one or both coordinate axes and include stable, Gaussian and 'intermediate' infinitely divisible random fields. I will also give the asymptotic form of the covariance function of the random grain model and present some applications to superposed network traffic. The talk is based on a joint work with Donatas Surgailis (Vilnius University).

Organised by: The T.N. Thiele Centre
Contact person: Mark Podolskij