Limit distributions of characteristics of exceeding a level by a Gaussian field (Q1095494)

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scientific article; zbMATH DE number 4028533
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    Limit distributions of characteristics of exceeding a level by a Gaussian field
    scientific article; zbMATH DE number 4028533

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      Limit distributions of characteristics of exceeding a level by a Gaussian field (English)
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      1987
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      Let \(\xi\) (x), \(x\in {\mathbb{R}}^ n\), be a real homogeneous isotropic Gaussian random field with a long-range dependence, E \(\xi\) (x)\(=0\), E \(\xi\) \({}^ 2(x)=1\), \(B(| x|)=E \xi (0)\xi (x)\searrow 0\) as \(| x| \to \infty\), \[ \sigma^ 2(r)=E[\int_{| x| <r}\xi (x)dx]^ 2,\quad V_ 2=\int_{| x| <r}\max \{0,\xi (x)- a(r)\}dx, \] where a(r)\(\nearrow \infty\), \(r\to \infty\). If there exist \(\delta\in (0,1)\), \(\beta\in (0,\delta)\) such that \[ \sigma^ 2(r)/r^{n(1+\delta)}a^ 2(r)\to \infty,\quad a^ 2(r)/\ln r\to 0,\quad a^ 2(r)B(r^{\beta})\to 0\quad as\quad r\to \infty, \] then the distribution of \[ [V_ r-E V_ r]/[\sigma (r)(1-\Phi (a(r)))] \] is convergent to the (1,0)-normal law.
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      functional of geometric type
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      isotropic Gaussian random field
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      long-range dependence
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