Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields

DOI10.1007/BF01065054zbMath0705.60043OpenAlexW2049404534MaRDI QIDQ918030

Nikolai N. Leonenko

Publication date: 1990

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01065054

zbMATH Keywords

asymptotic distributionsisotropic vector Gaussian random fieldsojourn measuresstrongly dependent components

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

Cites Work

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• Some sojourn time problems for 2-dimensional Gaussian processes
• Sojourn in an elliptical domain
• Limit distributions of characteristics of exceeding a level by a Gaussian field
• Multiple Wiener-Ito integrals. With applications to limit theorems
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• Some sojourn time problems for strongly dependent Gaussian processes
• The multiple stochastic integral
• 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
• Sojourns of vector Gaussian processes inside and outside spheres
• Linear Statistical Inference and its Applications
• Note on N‐dimensional hermite polynomials