M. D. Ruíz Medina
This talk presents recent advances on spatiotemporal limit results for LRD subordinated Gaussian and Chi-Squared random fields. Special attention has been paid to reduction theorems, and their application to obtaining the limit distribution of spatiotemporal Minkowski functionals. New limit results are derived for moving thresholds depending on the temporal size of the time interval involved in the definition of Minkowski functionals. Some applications to the context of Gaussian subordinated manifold--cross--time random fields (see Ovalle-Muñoz and Ruiz-Medina, 2022) are also discussed, extending previous limit results in Leonenko and Ruiz--Medina (2023) .
Leonenko, N.N., Ruiz-Medina, M.D. (2023). Sojourn functionals for spatiotemporal Gaussian random fields with long-memory. Journal of Applied Probability 60,148--165
Ovalle-Muñoz, D. and Ruiz-Medina, M.D. (2022). LRD spectral analysis of multifractional functional time series on manifolds. https://arxiv.org/abs/2212.06228
Keywords: Central and non--central limit results, connected and compact two--point homogeneous spaces, spatiotemporal Gaussian LRD random fields, reduction theorems
Scheduled
GT15.PROCEST4 Invited Session
November 9, 2023 4:50 PM
HC3: Canónigos Room 3