Non-central limit theorems for functionals of random fields on hypersurfaces
ESAIM: Probability and Statistics, Tome 24 (2020), pp. 315-340.

This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in d . We obtain the rate of convergence for these functionals. The results extend recent findings for solid figures. We apply the obtained results to the case of sojourn measures and demonstrate different limit situations.

DOI : 10.1051/ps/2020006
Classification : 60G60, 60F05, 60G12
Mots-clés : Non-central limit theorems, random field, long-range dependence, hermite-type distribution, sojourn measures
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     author = {Olenko, Andriy and Vaskovych, Volodymyr},
     title = {Non-central limit theorems for functionals of random fields on hypersurfaces},
     journal = {ESAIM: Probability and Statistics},
     pages = {315--340},
     publisher = {EDP-Sciences},
     volume = {24},
     year = {2020},
     doi = {10.1051/ps/2020006},
     mrnumber = {4126979},
     zbl = {1461.60036},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps/2020006/}
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Olenko, Andriy; Vaskovych, Volodymyr. Non-central limit theorems for functionals of random fields on hypersurfaces. ESAIM: Probability and Statistics, Tome 24 (2020), pp. 315-340. doi : 10.1051/ps/2020006. http://archive.numdam.org/articles/10.1051/ps/2020006/

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