Abstract
Limit theorems for the volumes of excursion sets of weakly and strongly dependent heavy-tailed random fields are proved. Some generalizations to sojourn measures above moving levels and for cross-correlated scenarios are presented. Special attention is paid to Student and Fisher–Snedecor random fields. Some simulation results are also presented.
Citation
Nikolai Leonenko. Andriy Olenko. "Sojourn measures of Student and Fisher–Snedecor random fields." Bernoulli 20 (3) 1454 - 1483, August 2014. https://doi.org/10.3150/13-BEJ529
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