Bernoulli

  • Bernoulli
  • Volume 20, Number 3 (2014), 1454-1483.

Sojourn measures of Student and Fisher–Snedecor random fields

Nikolai Leonenko and 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.

Article information

Source
Bernoulli, Volume 20, Number 3 (2014), 1454-1483.

Dates
First available in Project Euclid: 11 June 2014

Permanent link to this document
https://projecteuclid.org/euclid.bj/1402488946

Digital Object Identifier
doi:10.3150/13-BEJ529

Mathematical Reviews number (MathSciNet)
MR3217450

Zentralblatt MATH identifier
1304.60058

Keywords
excursion set first Minkowski functional Fisher–Snedecor random fields heavy-tailed limit theorems random field sojourn measure Student random fields

Citation

Leonenko, Nikolai; Olenko, Andriy. Sojourn measures of Student and Fisher–Snedecor random fields. Bernoulli 20 (2014), no. 3, 1454--1483. doi:10.3150/13-BEJ529. https://projecteuclid.org/euclid.bj/1402488946


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