In the paper we consider Lamperti type theorems for random fields. Together with known results we present some new results on ${ \mathbb R}^m$-valued self-similar fields $\{ { \bf X} ({ \bf t}), \ { \bf t} \in { \mathbb R}^d \}$, their domains of attraction and the so-called Lamperti transformations, expressing the relation between self-similarity and stationarity. Also we investigate regularly and slowly varying functions of several variables.

Categories: math.PR

Lamperti type theorems for random fields