Sojourn measures of Student and Fisher-Snedecor random fields

DOI10.3150/13-BEJ529zbMATH Open1304.60058arXiv1307.1849MaRDI QIDQ396014FDOQ396014

Nikolai N. Leonenko, Andriy Olenko

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

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.

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

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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)

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Cited In (23)

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• ON ASYMPTOTICS OF FUNCTIONALS OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE
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Uses Software

• RandomFields

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