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Distribution results for the occupation measures of continuous Gaussian fields
- Source :
- Stochastic Processes and their Applications; August 1978, Vol. 7 Issue: 3 p299-310, 12p
- Publication Year :
- 1978
-
Abstract
- For a d-dimensional random field X(t) define the occupation measure corresponding to the level α by the Lebesgue measure of that portion of the unit cube over which X(t)⩾α. Denoting this by M[X, α], it is shown that for sample continuous Gaussian fields P{M[X,α]>β}=exp{−12α2kβ(1+0(1))}as α→∞, for a particular functional kβ. This result is applied to a variety of fields related to the planar Brownian motion, and for each such field we obtain bounds for kβ.
Details
- Language :
- English
- ISSN :
- 03044149
- Volume :
- 7
- Issue :
- 3
- Database :
- Supplemental Index
- Journal :
- Stochastic Processes and their Applications
- Publication Type :
- Periodical
- Accession number :
- ejs33620079
- Full Text :
- https://doi.org/10.1016/0304-4149(78)90049-2