Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency
[For the entire collection of the original see Zbl 0626.00025.] The paper investigates the limit distributions of functionals \[ V_ 1(r)=2^{-1}\int_{\{| x| \leq r\}}\{\eta (x)+| \zeta (x)| \}dx,\quad V_ 2(r)=\int_{\{| x| \leq r\}}| \zeta (x)| dx \] and of some others of geometric type, generated by realizations of Gaussian homogeneous isotropic random fields \(\zeta\) (x), with covariance B(\(| x|)\) weakly converging to zero for \(| x| \to \infty\) (long range dependence). The problem is solved by reduction to the univariate case, so that limit distributions are not always Gaussian.
- Convergence of integrated processes of arbitrary Hermite rank
- High level sojourns for strongly dependent Gaussian processes
- scientific article; zbMATH DE number 3923787 (Why is no real title available?)
- scientific article; zbMATH DE number 3640645 (Why is no real title available?)
- scientific article; zbMATH DE number 3259552 (Why is no real title available?)
- Non-central limit theorems for non-linear functional of Gaussian fields
- On the Invariance Principle for Homogeneous and Isotropic Random Fields
- Some limit theorems for sojourn times of strongly dependent Gaussian processes
- Some sojourn time problems for strongly dependent Gaussian processes
- Limit distributions of characteristics of exceeding a level by a Gaussian field
- Reduction principle for functionals of strong-weak dependent vector random fields
- scientific article; zbMATH DE number 4166209 (Why is no real title available?)
- scientific article; zbMATH DE number 4074109 (Why is no real title available?)
- A complete poisson convergence result for a strongly dependent isotropic gaussian random field
- On the limit distribution of correlogram of random field with long-range dependence and unknown mean
- Sojourn functionals for spatiotemporal Gaussian random fields with long memory
This page was built for publication: Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1120899)