Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
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Publication:5086899
Abstract: This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting distribution using the Hermite expansion of the integrand. We consider the general non-stationary Gaussian random fields, including stationary and anisotropic special cases. The limiting random variables in our limit theorems have the form of multiple Wiener-It^{o} integrals. We illustrate most results with corresponding examples.
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Cited in
(7)- On some distributional properties of subordinated Gaussian random fields
- Limit theorems for excursion sets of stationary random fields
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