Abstract
In this paper, we consider isotropic and stationary real Gaussian random fields defined on and we investigate the asymptotic behavior, as , of the empirical measure (excursion area) in 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.
Funding Statement
DM and AV acknowledge the MIUR Excellence Department Project awarded to the Department of Mathematics, University of Rome “Tor Vergata”, CUP E83C18000100006. The research of MR has been supported by the INdAM-GNAMPA Project 2019 Proprietà analitiche e geometriche di campi aleatori and the ANR-17-CE40-0008 Project Unirandom.
Citation
Domenico Marinucci. Maurizia Rossi. Anna Vidotto. "Non-universal fluctuations of the empirical measure for isotropic stationary fields on ." Ann. Appl. Probab. 31 (5) 2311 - 2349, October 2021. https://doi.org/10.1214/20-AAP1648
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