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.| File | Dimensione | Formato | |
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