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arXiv · 1307.1849

Sojourn measures of Student and Fisher-Snedecor random fields

Nikolai Leonenko·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.

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Nikolai Leonenko, Andriy Olenko. 2014-07-04. Sojourn measures of Student and Fisher-Snedecor random fields. https://doi.org/10.3150/13-bej529

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