English

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 S2×R\mathbb{S}^2\times\mathbb{R} and we investigate the asymptotic behavior, as T+T\rightarrow +\infty, of the empirical measure (excursion area) in S2×R\mathbb{S}^2\times\mathbb{R} 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