Back to Search Start Over

Distribution results for the occupation measures of continuous Gaussian fields

Authors :
Adler, Robert J.
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