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Leonenko, Nikolai; Olenko, Andriy

Sojourn measures of Student and Fisher-Snedecor random fields. (English) Zbl 1304.60058

Bernoulli 20, No. 3, 1454-1483 (2014).
Authors’ 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.
Reviewer: Marius Iosifescu (Bucureşti)

Cited in 21 Documents

MSC:

60G60 Random fields
60G09 Exchangeability for stochastic processes
60G17 Sample path properties

Keywords:

excursion set; first Minkowski functional; Fisher-Snedecor random fields; heavy-tailed; limit theorems; random field; sojourn measure; Student random fields

Software:

RandomFields
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\textit{N. Leonenko} and \textit{A. Olenko}, Bernoulli 20, No. 3, 1454--1483 (2014; Zbl 1304.60058)
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References:

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