English

Sojourn functionals of time-dependent $\chi^2$-random fields on two-point homogeneous spaces

Probability 2024-04-05 v2

Abstract

In this note we investigate geometric properties of invariant spatio-temporal random fields X:Md×RRX:\mathbb M^d\times \mathbb R\to \mathbb R defined on a compact two-point homogeneous space Md\mathbb M^d in any dimension d2d\ge 2, and evolving over time. In particular, we focus on chi-squared distributed random fields, and study the large time behavior (as T+T\to +\infty) of the average on [0,T][0,T] of the volume of the excursion set on the manifold, i.e., of {X(,t)u}\lbrace X(\cdot, t)\ge u\rbrace (for any u>0u >0). The Fourier components of XX may have short or long memory in time, i.e., integrable or non-integrable temporal covariance functions. Our argument follows the approach developed in (Marinucci, Rossi, Vidotto (2021) Ann. Appl. Probab.) and allow to extend their results for invariant spatio-temporal Gaussian fields on the two-dimensional unit sphere to the case of chi-squared distributed fields on two-point homogeneous spaces in any dimension. We find that both the asymptotic variance and limiting distribution, as T+T\to +\infty, of the average empirical volume turn out to be non-universal, depending on the memory parameters of the field XX.

Cite

@article{arxiv.2403.17538,
  title  = {Sojourn functionals of time-dependent $\chi^2$-random fields on two-point homogeneous spaces},
  author = {Alessia Caponera and Maurizia Rossi and María Dolores Ruiz Medina},
  journal= {arXiv preprint arXiv:2403.17538},
  year   = {2024}
}

Comments

20 pages

R2 v1 2026-06-28T15:33:54.563Z