Sojourns of multidimensional Gaussian random fields with dependent components

DOI10.1016/0898-1221(90)90088-2MaRDI QIDQ911158zbMATH OpenOpenAlexFDO

Authors Nikolai N. Leonenko

Publication date 1990

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(90)90088-2

zbMATH Keywords

Gaussian random fieldisotropicAsymptotic distributionsvector stationary Gaussian processes

Mathematics Subject Classification ID

Random fields (60G60)

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Cites work

• scientific article; zbMATH DE number 3921638 (Why is no real title available?)
• scientific article; zbMATH DE number 3953965 (Why is no real title available?)
• scientific article; zbMATH DE number 3971890 (Why is no real title available?)
• scientific article; zbMATH DE number 4074109 (Why is no real title available?)
• scientific article; zbMATH DE number 3533716 (Why is no real title available?)
• scientific article; zbMATH DE number 2008938 (Why is no real title available?)
• scientific article; zbMATH DE number 195210 (Why is no real title available?)
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Non-central limit theorems for non-linear functional of Gaussian fields
• Sojourns of vector Gaussian processes inside and outside spheres

Cited in

(6)

• scientific article; zbMATH DE number 3953965 (Why is no real title available?)
• Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields
• Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency
• scientific article; zbMATH DE number 844002 (Why is no real title available?)
• Zum asymptotischen Verhalten der Verteilungen und der Dichten gewisser Funktionale Gauss'scher Zufallsvektoren
• Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields

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