We investigate geometric properties of invariant spatio-temporal random fields X : Md × R → R defined on a compact two-point homogeneous space Md in any dimension d ≥ 2, and evolving over time. In particular, we focus on chi-squared-distributed random fields, and study the large-time behavior (as T → +∞) of the average on [0,T] of the volume of the excursion set on the manifold, i.e. of {X(·, t) ≥ u} (for any u > 0). The Fourier components of X may have short or long memory in time, i.e. integrable or non-integrable temporal covariance functions. Our argument follows the approach developed in Marinucci et al. (2021) and allows us to extend their results for invariant spatio-temporal Gaussian fields on the two-dimensional unit sphere to the case of chisquared distributed fields on two-point homogeneous spaces in any dimension. We find that both the asymptotic variance and limiting distribution, as T → +∞, of the average empirical volume turn out to be non-universal, depending on the memory parameters of the field X.

Caponera, Alessia; Rossi, Maurizia; Ruiz Medina, María Dolores. (2025). Sojourn functionals of time-dependent $\chi^2$-random fields on two-point homogeneous spaces. JOURNAL OF APPLIED PROBABILITY, (ISSN: 0021-9002), 62:4, 1493-1512. Doi: 10.1017/jpr.2025.18.

Sojourn functionals of time-dependent $\chi^2$-random fields on two-point homogeneous spaces

Caponera, Alessia
;
2025

Abstract

We investigate geometric properties of invariant spatio-temporal random fields X : Md × R → R defined on a compact two-point homogeneous space Md in any dimension d ≥ 2, and evolving over time. In particular, we focus on chi-squared-distributed random fields, and study the large-time behavior (as T → +∞) of the average on [0,T] of the volume of the excursion set on the manifold, i.e. of {X(·, t) ≥ u} (for any u > 0). The Fourier components of X may have short or long memory in time, i.e. integrable or non-integrable temporal covariance functions. Our argument follows the approach developed in Marinucci et al. (2021) and allows us to extend their results for invariant spatio-temporal Gaussian fields on the two-dimensional unit sphere to the case of chisquared distributed fields on two-point homogeneous spaces in any dimension. We find that both the asymptotic variance and limiting distribution, as T → +∞, of the average empirical volume turn out to be non-universal, depending on the memory parameters of the field X.
2025
Chi-square random fields; central and non-central limit theorems; Wiener chaos; two-point homogeneous spaces
Caponera, Alessia; Rossi, Maurizia; Ruiz Medina, María Dolores. (2025). Sojourn functionals of time-dependent $\chi^2$-random fields on two-point homogeneous spaces. JOURNAL OF APPLIED PROBABILITY, (ISSN: 0021-9002), 62:4, 1493-1512. Doi: 10.1017/jpr.2025.18.
File in questo prodotto:
File Dimensione Formato  
14-CRR25.pdf

Solo gestori archivio

Tipologia: Versione dell'editore
Licenza: Tutti i diritti riservati
Dimensione 277.14 kB
Formato Adobe PDF
277.14 kB Adobe PDF   Visualizza/Apri
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11385/251039
Citazioni
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
  • OpenAlex ND
social impact