English

Sojourn functionals for spatiotemporal random fields with long-memory

Probability 2022-09-20 v5

Abstract

This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Specifically, reduction theorems are derived for local functionals of nonlinear transformation of such fields, with Hermite rank m larger than or equal to 1, under general covariance structures. These results are proven to hold, in particular, for a family of non--separable covariance structures belonging to Gneiting class. For m=2, under separability of the spatiotemporal covariance function in space and time, the properly normalized Minkowski functional, involving the modulus of a Gaussian random field, converges in distribution to the Rosenblatt type limiting distribution for a suitable range of the long memory parameter.

Cite

@article{arxiv.2104.07996,
  title  = {Sojourn functionals for spatiotemporal random fields with long-memory},
  author = {N. N. Leonenko and M. D. Ruiz-Medina},
  journal= {arXiv preprint arXiv:2104.07996},
  year   = {2022}
}

Comments

This paper is regular article to be submitted to a regular journal

R2 v1 2026-06-24T01:14:13.246Z