D. Surgailis

activity

20082025

most citedCovariance function of vector self-similar process

51 citations · 182 across the 29 of their papers we have counts for

collaborators

Showing math.PRShow all

16 papers · 1 filter

math.PR2025

Limit distribution of the sample volume fraction of Boolean set

Hermine Biermé, Olivier Durieu, Donatas Surgailis

We study the limit distribution of the volume fraction estimator $p_{λ, A}$ (= the Lebesgue measure of the intersection $X \cap (λ A)$ of a random set $\mathcal{X}…

math.PR2023

Scaling transition for singular linear random fields on $Z^{2}$ : spectral approach

Donatas Surgailis

We study partial sums limits of linear random fields $X$ on $Z^{2}$ with spectral density $f (x)$ tending to $\infty, 0$ or to both (along different subsequence…

math.PR2022

Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation

Donatas Surgailis

We study scaling limits of nonlinear functions $G$ of random grain model $X$ on $R^{d}$ with long-range dependence and marginal Poisson distribution. Following Kaj et al (2…

math.PR2021

Aggregation of network traffic and anisotropic scaling of random fields

Remigijus Leipus, Vytautė Pilipauskaitė, Donatas Surgailis

We discuss joint spatial-temporal scaling limits of sums $A_{λ, γ}$ (indexed by $(x, y) \in R_{+}^{2}$ ) of large number $O (λ^{γ})$ of independent copies of integrated input proces…

math.PR2021

Local scaling limits of Lévy driven fractional random fields

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of local anisotropic scaling limits for a class of fractional random fields $X$ on $R^{2}$ written as stochastic integral with respect to…

math.PR2020

Scaling limits of linear random fields on $Z^{2}$ with general dependence axis

Vytautė Pilipauskaitė, Donatas Surgailis

We discuss anisotropic scaling of long-range dependent linear random fields $X$ on $Z^{2}$ with arbitrary dependence axis (direction in the plane along which the moving-av…

math.PR2019

Scaling transition and edge effects for negatively dependent linear random fields on $Z^{2}$

Donatas Surgailis

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for a class of negatively dependent linear random fields on $Z^{2}$ …

math.PR2018

Anisotropic scaling limits of long-range dependent linear random fields on $Z^{3}$

Donatas Surgailis

We provide a complete description of anisotropic scaling limits of stationary linear random field on $Z^{3}$ with long-range dependence and moving average coefficients de…

math.PR2017★ 2 cited

Invariance Principles for Tempered Fractionally Integrated Processes

Farzad Sabzikar, Donatas Surgailis

We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $α$ -stable $(1 < α \leq 2)$ i.i.d. innovations and related tempered linear proc…

math.PR2017

Tempered fractional Brownian and stable motions of second kind

Farzad Sabzikar, Donatas Surgailis

Meerschaert and Sabzikar [12], [13] introduced tempered fractional Brownian/stable motion (TFBM/TFSM) by including an exponential tempering factor in the moving average representat…

math.PR2016★ 1 cited

Discrete-time trawl processes with long memory

Paul Doukhan, Silvia Lopes, Adam Jakubowski +1

We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent `seed' processes on shrinking inter…

math.PR2016★ 26 cited

Scaling transition for nonlinear random fields with long-range dependence

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fiel…

math.PR2015★ 19 cited

Anisotropic scaling of random grain model with application to network traffic

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independ…

math.PR2012

On the mixing structure of stationary increment and self-similar symmetric α-stable processes

Donatas Surgailis, Jan Rosinski, V. Mandrekar +1

Mixed moving average processes appear in the ergodic decomposition of stationary symmetric α-stable (SαS) processes. They correspond to the dissipative part of "deterministic" flow…

math.PR2009

The Discrete and Continuum Broken Line Process

Leonardo T. Rolla, Vladas Sidoravicius, Donatas Surgailis +1

In this work we introduce the discrete-space broken line process (with discrete and continues parameter values) and derive some of its properties. We explore polygonal Markov field…

math.PR2009★ 51 cited

Covariance function of vector self-similar process

Frédéric Lavancier, Anne Philippe, Donatas Surgailis

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Limit distribution of the sample volume fraction of Boolean set

Scaling transition for singular linear random fields on Z2: spectral approach

Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation

Aggregation of network traffic and anisotropic scaling of random fields

Local scaling limits of Lévy driven fractional random fields

Scaling limits of linear random fields on Z2 with general dependence axis

Scaling transition and edge effects for negatively dependent linear random fields on Z2

Anisotropic scaling limits of long-range dependent linear random fields on Z3

Invariance Principles for Tempered Fractionally Integrated Processes

Tempered fractional Brownian and stable motions of second kind

Discrete-time trawl processes with long memory

Scaling transition for nonlinear random fields with long-range dependence

Anisotropic scaling of random grain model with application to network traffic

On the mixing structure of stationary increment and self-similar symmetric α-stable processes

The Discrete and Continuum Broken Line Process

Covariance function of vector self-similar process

Scaling transition for singular linear random fields on $Z^{2}$ : spectral approach

Scaling limits of linear random fields on $Z^{2}$ with general dependence axis

Scaling transition and edge effects for negatively dependent linear random fields on $Z^{2}$

Anisotropic scaling limits of long-range dependent linear random fields on $Z^{3}$