Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields (Q918030)

Let \(\xi (x)=[\xi_ 1(x),...,\xi_ p(x)]'\), \(x\in R^ n\), be a homogeneous, isotropic vector Gaussian random field with strongly dependent components, \[ E \xi (x)=0,\quad E \xi (0)\xi (x)'=(R_{ij}(\| x\|))_{1\leq i,j\leq p},\quad x\in R^ n,\quad where \] \[ R_{ii}(\| x\|)=a(\| x\|),\quad i=1,...,p;\quad R_{ij}(\| x\|)=b(\| x\|),\quad i\neq j,\quad i,j=1,...,p; \] \[ a(0)=0,\quad b(0)=\rho_ 0\in [0,1),\quad a(\| x\|)\sim L(\| x\|)/\| x\|^{\alpha},\quad 0<\alpha <n, \] \[ b(\| x\|)\sim \rho_{\infty}L(\| x\|)/\| x\|^{\alpha},\quad \| x\| \to \infty,\quad \rho_{\infty}\in [0,1), \] and L is slowly varying. The asymptotic distributions of a functional \[ T_ r=| \{x\in v_ n(r):\;\xi (x){\bar \in}v_ p(f^{1/2}(r))\}|,\quad f(r)\nearrow \infty,\quad r\to \infty, \] where \(v_ k(r)=\{x\in R^ k:\| x\| <r\}\), are considered. The limit distributions and the normalized factor depend on the constant \(k_*=2^{-1}(\mu^ 2_ 1-\mu^ 2_ 2)\geq 0\), where \(\mu_ 1=[1+(p-1)\rho_ 0]^{-1/2},\mu_ 2=(1-\rho_ 0)^{-1/2}\).