Sojourn measures of Student and Fisher-Snedecor random fields

Nikolai Leonenko; Andriy Olenko

doi:10.3150/13-BEJ529

Sojourn measures of Student and Fisher-Snedecor random fields

Probability 2014-07-07 v2

Authors: Nikolai Leonenko , Andriy Olenko

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Abstract

Limit theorems for the volumes of excursion sets of weakly and strongly dependent heavy-tailed random fields are proved. Some generalizations to sojourn measures above moving levels and for cross-correlated scenarios are presented. Special attention is paid to Student and Fisher-Snedecor random fields. Some simulation results are also presented.

Keywords

sojourn measures excursion sets heavy-tailed random fields limit theorems Student random fields Fisher-Snedecor random fields cross-correlated scenarios

Cite

@article{arxiv.1307.1849,
  title  = {Sojourn measures of Student and Fisher-Snedecor random fields},
  author = {Nikolai Leonenko and Andriy Olenko},
  journal= {arXiv preprint arXiv:1307.1849},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.3150/13-BEJ529 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Sojourn measures of Student and Fisher-Snedecor random fields

Abstract

Keywords

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