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Some sojourn time problems for 2-dimensional Gaussian processes - MaRDI portal

Some sojourn time problems for 2-dimensional Gaussian processes (Q1076416)

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scientific article; zbMATH DE number 3953966
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Some sojourn time problems for 2-dimensional Gaussian processes
scientific article; zbMATH DE number 3953966

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    Some sojourn time problems for 2-dimensional Gaussian processes (English)
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    1986
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    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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    occupation time measure
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    stationary Gaussian process
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    Rosenblatt process
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