October 2021 Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R
Domenico Marinucci, Maurizia Rossi, Anna Vidotto
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Ann. Appl. Probab. 31(5): 2311-2349 (October 2021). DOI: 10.1214/20-AAP1648
Abstract

In this paper, we consider isotropic and stationary real Gaussian random fields defined on S2×R and we investigate the asymptotic behavior, as T+, of the empirical measure (excursion area) in S2×[0,T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and nonintegrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. In particular, in the long memory case a form of Berry’s cancellation phenomenon occurs at zero-level, inducing phase transitions for both variance rates and limiting laws.

Copyright © 2021 Institute of Mathematical Statistics
Domenico Marinucci, Maurizia Rossi, and Anna Vidotto "Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R," The Annals of Applied Probability 31(5), 2311-2349, (October 2021). https://doi.org/10.1214/20-AAP1648
Received: 1 March 2020; Published: October 2021
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Vol.31 • No. 5 • October 2021
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