相关论文: Sojourn functionals for spatiotemporal random fiel…

We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…

In this paper, we consider isotropic and stationary real Gaussian random fields defined on $\mathbb{S}^2\times\mathbb{R}$ and we investigate the asymptotic behavior, as $T\rightarrow +\infty$, of the empirical measure (excursion area) in…

This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…

Gaussian random fields (GRF) are a fundamental stochastic model for spatiotemporal data analysis. An essential ingredient of GRF is the covariance function that characterizes the joint Gaussian distribution of the field. Commonly used…

This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple…

Random walks on lattices with preferential relocation to previously visited sites provide a simple framework for modeling the displacements of animals and humans. When the lattice contains a few impurities or resource sites where the walker…

We construct a matrix-valued spin-dependent distribution function (MVSD) for massive spin-1/2 fermions and study its properties under Lorentz transformations. Such transformations result in a Wigner rotation in spin space and in a…

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

We prove a version of the reduction principle for functionals of vector long-range dependent random fields. The components of the fields may have different long-range dependent behaviours. The results are illustrated by an application to…

A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…

In this article we use a covariance function that arises from limit of fluctuations of the rescaled occupation time process of a branching particle system, to introduce a family of weighted long-range dependence Gaussian processes. In…

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Multivariate space-time data are increasingly available in various scientific disciplines. When analyzing these data, one of the key issues is to describe the multivariate space-time dependencies. Under the Gaussian framework, one needs to…

In most of the successful versions of covariant density functional theory in nuclei, the Fock terms are not included explicitly, which leads to local functionals and forms the basis of their widespread applicability at present. However, it…

This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times…

Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…

We study an exactly solvable random walk model with long-range memory on arbitrary networks. The walker performs unbiased random steps to nearest-neighbor nodes and intermittently resets to previously visited nodes in a preferential way,…

We analyze properties of the Sp(2M) conformally invariant field equations in the recently proposed generalized $\half M(M+1)$-dimensional space-time $\M_M$ with matrix coordinates. It is shown that classical solutions of these field…

Spartan Spatial Random Fields (SSRFs) are generalized Gibbs random fields, equipped with a coarse-graining kernel that acts as a low-pass filter for the fluctuations. SSRFs are defined by means of physically motivated spatial interactions…