Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields

DOI10.1007/BF01065054zbMath0716.60052OpenAlexW2049404534MaRDI QIDQ753270

Nikolai N. Leonenko

Publication date: 1990

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01065054

zbMATH Keywords

multiple stochastic integralGaussian random field

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items

Central limit theorems for the excursion set volumes of weakly dependent random fields

Cites Work

• Some sojourn time problems for 2-dimensional Gaussian processes
• Sojourn in an elliptical domain
• Multiple Wiener-Ito integrals. With applications to limit theorems
• High level sojourns for strongly dependent Gaussian processes
• Some sojourn time problems for strongly dependent Gaussian processes
• The multiple stochastic integral
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Non-central limit theorems for non-linear functional of Gaussian fields
• Sojourns of vector Gaussian processes inside and outside spheres
• Linear Statistical Inference and its Applications
• Note on N‐dimensional hermite polynomials
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