In this paper, we consider isotropic and stationary real Gaussian random fields defined on S2 × R and we investigate the asymptotic behavior, as T->+∞, of the empirical measure (excursion area) in S2 × [0,T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. In particular, in the long memory case a form of Berry's cancellation phenomenon occurs at zero-level, inducing phase transitions for both variance rates and limiting laws.
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R / Marinucci, D.; Rossi, M.; Vidotto, A.. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - 31:5(2021), pp. 2311-2349. [10.1214/20-AAP1648]
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R
Vidotto A.
2021
Abstract
In this paper, we consider isotropic and stationary real Gaussian random fields defined on S2 × R and we investigate the asymptotic behavior, as T->+∞, of the empirical measure (excursion area) in S2 × [0,T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. In particular, in the long memory case a form of Berry's cancellation phenomenon occurs at zero-level, inducing phase transitions for both variance rates and limiting laws.File | Dimensione | Formato | |
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