High-Level Moving Excursions for Spatiotemporal Gaussian Random Fields with Long Range Dependence

IF 1.2 3区 物理与天体物理 Q3 PHYSICS, MATHEMATICAL Journal of Statistical Physics Pub Date : 2025-01-16 DOI:10.1007/s10955-025-03396-y
Nikolai Leonenko, M. Dolores Ruiz-Medina
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Abstract

The asymptotic behavior of an extended family of integral geometric random functionals, including spatiotemporal Minkowski functionals under moving levels, is analyzed in this paper. Specifically, sojourn measures of spatiotemporal long-range dependence (LRD) Gaussian random fields are considered in this analysis. The limit results derived provide general reduction principles under increasing domain asymptotics in space and time. The case of time-varying thresholds is also studied. Thus, the family of morphological measures considered allows the statistical and geometrical analysis of random physical systems displaying structural changes over time. Motivated by cosmological applications, the derived results are applied to the context of sojourn measures of spatiotemporal spherical Gaussian random fields. The results are illustrated for some families of spatiotemporal Gaussian random fields displaying complex spatiotemporal dependence structures.

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具有长距离依赖的时空高斯随机场的高水平运动漂移
本文分析了一类扩展的几何随机积分泛函(包括时空闵可夫斯基泛函)在运动水平下的渐近行为。具体来说,本文考虑了时空长程依赖高斯随机场的逗留测度。所得到的极限结果提供了在空间和时间上递增域渐近的一般约简原理。还研究了时变阈值的情况。因此,考虑的形态学措施家族允许随时间显示结构变化的随机物理系统的统计和几何分析。受宇宙学应用的启发,推导出的结果被应用于时空球状高斯随机场的逗留测量。对具有复杂时空依赖结构的一些时空高斯随机场族给出了结果说明。
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来源期刊
Journal of Statistical Physics
Journal of Statistical Physics 物理-物理:数学物理
CiteScore
3.10
自引率
12.50%
发文量
152
审稿时长
3-6 weeks
期刊介绍: The Journal of Statistical Physics publishes original and invited review papers in all areas of statistical physics as well as in related fields concerned with collective phenomena in physical systems.
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