Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields (Q753270)
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English | Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields |
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Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields (English)
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1990
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Let \(\xi\) (x) be a homogeneous and isotropic vector Gaussian random field on \({\mathbb{R}}^ n\), \(v_ n(r)=\{x\in {\mathbb{R}}^ n:\;\| x\| <r\}.\) Under the condition \(r\to \infty\) limit distributions of functionals \[ G(r)=\int_{v_ n(r)}\chi (\xi (x)\in \Delta)dx, \] where \(\chi\) (\(\cdot)\) is the indicator of random event, are studied for strictly dependent fields.
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multiple stochastic integral
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Gaussian random field
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