Sojourn measures of Student and Fisher-Snedecor random fields

DOI10.3150/13-BEJ529zbMath1304.60058arXiv1307.1849MaRDI QIDQ396014

Nikolai N. Leonenko, Andrew Ya. Olenko

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1849

zbMATH Keywords

random fieldlimit theoremsexcursion setheavy-tailedfirst Minkowski functionalFisher-Snedecor random fieldssojourn measureStudent random fields

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17) Exchangeability for stochastic processes (60G09)

Related Items

Sojourn functionals for spatiotemporal Gaussian random fields with long memory ⋮ On asymptotics of discretized functionals of long-range dependent functional data ⋮ Limit theorems for filtered long-range dependent random fields ⋮ On stationarity properties of generalized Hermite-type processes ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Limit Theorems for Excursion Sets of Stationary Random Fields ⋮ Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields ⋮ Asymptotic covariances for functionals of weakly stationary random fields ⋮ ON ASYMPTOTICS OF FUNCTIONALS OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE ⋮ Reduction principle for functionals of vector random fields ⋮ Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence ⋮ Non-central limit theorems and convergence rates ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ On the rate of convergence to Rosenblatt-type distribution ⋮ Long range dependence of heavy-tailed random functions ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ On rate of convergence in non-central limit theorems ⋮ Weak convergence of weighted additive functionals of long-range dependent fields ⋮ Increasing domain asymptotics for the first Minkowski functional of spherical random fields ⋮ ON STATISTICAL PROPERTIES OF NONLINEAR FUNCTIONALS OF RANDOM FIELDS

Uses Software

• RandomFields

Cites Work

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