Extremes of locally stationary Gaussian and chi fields on manifolds

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:133

Article

Qiao, Wanli¹ 

[1] George Mason Univ, Dept Stat, 4400 Univ Dr,MS 4A7, Fairfax, VA 22030 USA

关键词: Local stationarity;    Excursion probabilities;    Gaussian fields;    Chi-fields;    Voronoi diagrams;    Positive reach;   

DOI  :  10.1016/j.spa.2020.11.006

来源: Elsevier

【 摘 要 】

Depending on a parameter h is an element of (0, 1], let {X-h(t), t is an element of M-h} be a class of centered Gaussian fields indexed by compact manifolds M-h with positive reach. For locally stationary Gaussian fields X-h, we study the asymptotic excursion probabilities of X-h on M-h. Two cases are considered: (i) h is fixed and (ii) h -> 0. These results are also extended to obtain the limit behaviors of the extremes of locally stationary chi-fields on manifolds. (C) 2020 Elsevier B.V. All rights reserved.

【 授权许可】

Free