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Extremes of locally stationary Gaussian and chi fields on manifolds
Stochastic Processes and their Applications ( IF 1.1 ) Pub Date : 2021-03-01 , DOI: 10.1016/j.spa.2020.11.006
Wanli Qiao

Depending on a parameter $h\in (0,1]$, let $\{X_h(\mathbf{t})$, $\mathbf{t}\in\mathcal{M}_h\}$ be a class of centered Gaussian fields indexed by compact manifolds $\mathcal{M}_h$. For locally stationary Gaussian fields $X_h$, we study the asymptotic excursion probabilities of $X_h$ on $\mathcal{M}_h$. Two cases are considered: (i) $h$ is fixed and (ii) $h\rightarrow0$. These results are extended to obtain the limit behaviors of the extremes of locally stationary $\chi$-fields on manifolds.

中文翻译:

流形上局部平稳的高斯和卡场的极值

根据参数 $h\in (0,1]$,令 $\{X_h(\mathbf{t})$, $\mathbf{t}\in\mathcal{M}_h\}$ 是一类由紧致流形 $\mathcal{M}_h$ 索引的中心高斯场。对于局部平稳的高斯场 $X_h$,我们研究了 $X_h$ 在 $\mathcal{M}_h$ 上的渐近偏移概率。考虑了两种情况: (i) $h$ 是固定的和 (ii) $h\rightarrow0$. 这些结果被扩展以获得流形上局部平稳 $\chi$ 场的极限行为。
更新日期:2021-03-01
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