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Sojourn measures of Student and Fisher-Snedecor random fields

Leonenko, Nikolai N. ORCID: 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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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

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