Some sojourn time problems for 2-dimensional Gaussian processes

DOI10.1016/0047-259X(86)90058-8MaRDI QIDQ1076416zbMATH OpenFDO

Authors M. Maejima

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(86)90058-8

zbMATH Keywords

occupation time measureRosenblatt processstationary Gaussian process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stationary stochastic processes (60G10) Gaussian processes (60G15)

Review text

This paper treats the asymptotic distribution of the occupation time measure of a 2-dimensional mean stationary Gaussian process within centred ellipses and annuli. The covariance is assumed to behave like \(t^{-\alpha}L(t)\) as \(t\to \infty\) where L is slowly varying. The limit law is non-normal and involves the Rosenblatt process.

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Cites work

• Convergence of integrated processes of arbitrary Hermite rank
• High level sojourns for strongly dependent Gaussian processes
• scientific article; zbMATH DE number 3171470 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3278469 (Why is no real title available?)
• scientific article; zbMATH DE number 3083637 (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
• Non-central limit theorems for non-linear functional of Gaussian fields
• Some limit theorems for sojourn times of strongly dependent Gaussian processes
• Some sojourn time problems for strongly dependent Gaussian processes
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(9)

• Sojourn in an elliptical domain
• Functional limit theorem for occupation times of Gaussian processes -- non-critical case
• scientific article; zbMATH DE number 3953965 (Why is no real title available?)
• Sojourn Times in a Cone for a Class of vector Gaussian Processes
• Sojourn measures of Student and Fisher-Snedecor random fields
• scientific article; zbMATH DE number 1895078 (Why is no real title available?)
• scientific article; zbMATH DE number 844371 (Why is no real title available?)
• Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields
• Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields

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