Non-Universal Fluctuations of the Empirical Measure for Isotropic Stationary Fields on $\mathbb{S}^2 \times \mathbb{R}$
Probability
2020-03-12 v1
Abstract
In this paper, we consider isotropic and stationary real Gaussian random fields defined on and we investigate the asymptotic behavior, as , of the empirical measure (excursion area) in at any threshold, covering both cases when the field exhibits short and long memory, i.e. integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. In particular, in the long memory case a form of Berry's cancellation phenomenon occurs at zero-level, inducing phase transitions for both variance rates and limiting laws.
Keywords
Cite
@article{arxiv.2003.05351,
title = {Non-Universal Fluctuations of the Empirical Measure for Isotropic Stationary Fields on $\mathbb{S}^2 \times \mathbb{R}$},
author = {Domenico Marinucci and Maurizia Rossi and Anna Vidotto},
journal= {arXiv preprint arXiv:2003.05351},
year = {2020}
}
Comments
39 pages; comments are welcome