In this paper, we consider isotropic and stationary real Gaussian random fields defined on S^2xR and we investigate the asymptotic behavior, as T-> infinity, of the empirical measure (excursion area) in S^2x[0,T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and nonintegrable 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 S^2 x 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 S^2 x R

A. Vidotto
2021

Abstract

In this paper, we consider isotropic and stationary real Gaussian random fields defined on S^2xR and we investigate the asymptotic behavior, as T-> infinity, of the empirical measure (excursion area) in S^2x[0,T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and nonintegrable 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.
2021
Berry’s cancellation; central and noncentral limit theorems; empirical measure; Sphere-cross-time random fields
01 Pubblicazione su rivista::01a Articolo in rivista
Non-Universal Fluctuations of the Empirical Measure for Isotropic Stationary Fields on S^2 x 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]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1741019
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