Sojourns of vector Gaussian processes inside and outside spheres

DOI10.1007/BF00531889zbMath0561.60042OpenAlexW1991209506MaRDI QIDQ5186486

Simeon M. Berman

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531889

zbMATH Keywords

sojourn timesLimit theoremsconvolution of the Rosenblatt distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Non-Gaussian scenarios for the heat equation with singular initial conditions, Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields, Spherical level-crossing measures for chi-square random fields, Extrema of a Gaussian random field: Berman's sojourn time method, Sojourn measures of Student and Fisher-Snedecor random fields, Sojourns of multidimensional Gaussian random fields with dependent components, Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields, Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space, On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space, Reduction conditions for geometric-type functions of homogeneous isotropic random gamma-correlation fields. I, Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields, Increasing domain asymptotics for the first Minkowski functional of spherical random fields

Cites Work

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