Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Sojourn measures of Student and Fisher-Snedecor random fields

Leonenko, Nikolai N. and Olenko, Andriy 2014. Sojourn measures of Student and Fisher-Snedecor random fields. Bernoulli 20 (3) , pp. 1454-1483. 10.3150/13-BEJ529

[img]
Preview
PDF - Published Version
Available under License Creative Commons Attribution Non-commercial No Derivatives.

Download (487kB) | Preview

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: 04 Jun 2017 06:28
URI: http://orca.cf.ac.uk/id/eprint/60612

Citation Data

Cited 4 times in Google Scholar. View in Google Scholar

Cited 8 times in Scopus. View in Scopus. Powered By Scopus® Data

Actions (repository staff only)

Edit Item Edit Item

Downloads

Downloads per month over past year

View more statistics