Distribution results for the occupation measures of continuous Gaussian fields
For a d-dimensional random field X(t) define the occupation measure corresponding to the level [alpha] by the Lebesgue measure of that portion of the unit cube over which X(t)[greater-or-equal, slanted][alpha]. Denoting this by M[X, [alpha]], it is shown that for sample continuous Gaussian fields as [alpha]-->[infinity], for a particular functional k[beta]. This result is applied to a variety of fields related to the planar Brownian motion, and for each such field we obtain bounds for k[beta].
Year of publication: |
1978
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Authors: | Adler, Robert J. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 7.1978, 3, p. 299-310
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Publisher: |
Elsevier |
Keywords: | Gaussian fields occupation measures asymptotic distributions Brownian sheets Kiefer process |
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