Non-central limit theorems for functionals of random fields on hypersurfaces

DOI10.1051/PS/2020006MaRDI QIDQ5135947zbMATH OpenOpenAlexFDO

Authors Volodymyr Vaskovych, Andriy Olenko

Publication date 24 November 2020

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.09285

zbMATH Keywords

Hermite-type distributionlong-range dependencenon-central limit theoremsrandom fieldsojourn measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12) Random fields (60G60)

Abstract: This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in $mathbb{R}^d$. We obtain the rate of convergence for these functionals. The results extend recent findings for solid figures. We apply the obtained results to the case of sojourn measures and demonstrate different limit situations.

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Cited in

(14)

• Non-central limit theorems for non-linear functionals of k Gaussian fields
• Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
• Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
• On distributions independent of \(x_N\) in certain non-cylindrical domains and a de Rham lemma with a non-local constraint
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