Some sojourn time problems for 2-dimensional Gaussian processes (Q1076416)
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English | Some sojourn time problems for 2-dimensional Gaussian processes |
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Some sojourn time problems for 2-dimensional Gaussian processes (English)
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1986
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This paper treats the asymptotic distribution of the occupation time measure of a 2-dimensional mean stationary Gaussian process within centred ellipses and annuli. The covariance is assumed to behave like \(t^{-\alpha}L(t)\) as \(t\to \infty\) where L is slowly varying. The limit law is non-normal and involves the Rosenblatt process.
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occupation time measure
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stationary Gaussian process
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Rosenblatt process
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