A family of log-correlated Gaussian processes

Abstract

A family of log-correlated Gaussian processes indexed by metric spaces is introduced, when the metric is conditionally negative definite. These processes arise as the limit of bi-fractional Brownian motions indexed by $(H,K)$ scaled by $K^{-1/2}$ as $K\downarrow 0$ with $H\in(0,1/2]$ fixed. When the metric is in addition a measure definite kernel, stochastic-integral representations of the generalized processes when evaluated at a test function are provided. The introduced processes are also shown to be the scaling limits of certain aggregated models.