Sojourn measures of Student and Fisher-Snedecor random fields

Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 and Olenko, Andriy 2014. Sojourn measures of Student and Fisher-Snedecor random fields. Bernoulli 20 (3) , pp. 1454-1483. 10.3150/13-BEJ529

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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.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Bernoulli Society for Mathematical Statistics and Probability
ISSN:	1350-7265
Date of First Compliant Deposit:	30 March 2016
Last Modified:	21 May 2023 02:34
URI:	https://orca.cardiff.ac.uk/id/eprint/60612

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