Sojourn measures of Student and Fisher-Snedecor random fields
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Abstract: Limit theorems for the volumes of excursion sets of weakly and strongly dependent heavy-tailed random fields are proved. Some generalizations to sojourn measures above moving levels and for cross-correlated scenarios are presented. Special attention is paid to Student and Fisher-Snedecor random fields. Some simulation results are also presented.
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Cited in
(23)- Limit theorems for filtered long-range dependent random fields
- The uniform law for sojourn measures of random fields
- On stationarity properties of generalized Hermite-type processes
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- On statistical properties of nonlinear functionals of random fields. (Abstract of thesis)
- Limit theorems for excursion sets of stationary random fields
- Limit theorems for \(p\)-domain functionals of stationary Gaussian fields
- Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos
- Sojourn functionals for spatiotemporal Gaussian random fields with long memory
- Long range dependence of heavy-tailed random functions
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- Asymptotic covariances for functionals of weakly stationary random fields
- On asymptotics of discretized functionals of long-range dependent functional data
- Reduction principle for functionals of vector random fields
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