{"title":"高斯及相关随机场的逗留时间","authors":"K. Dȩbicki, E. Hashorva, Peng Liu, Z. Michna","doi":"10.30757/alea.v20-10","DOIUrl":null,"url":null,"abstract":". This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times and that of supremum. Moreover, we establish the uniform double-sum method to derive the tail asymptotics of sojourn times. In the literature, based on the pioneering research of S. Berman the sojourn times have been utilised to derive the tail asymptotics of supremum of Gaussian processes. In this paper we show that the opposite direction is even more fruitful, namely knowing the asymptotics of supremum of random processes and fields (in particular Gaussian) it is possible to establish the asymptotics of their sojourn times. We illustrate our findings considering i) two dimensional Gaussian random fields, ii) chi-process generated by stationary Gaussian processes and iii) stationary Gaussian queueing processes.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Sojourn times of Gaussian and related random fields\",\"authors\":\"K. Dȩbicki, E. Hashorva, Peng Liu, Z. Michna\",\"doi\":\"10.30757/alea.v20-10\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times and that of supremum. Moreover, we establish the uniform double-sum method to derive the tail asymptotics of sojourn times. In the literature, based on the pioneering research of S. Berman the sojourn times have been utilised to derive the tail asymptotics of supremum of Gaussian processes. In this paper we show that the opposite direction is even more fruitful, namely knowing the asymptotics of supremum of random processes and fields (in particular Gaussian) it is possible to establish the asymptotics of their sojourn times. We illustrate our findings considering i) two dimensional Gaussian random fields, ii) chi-process generated by stationary Gaussian processes and iii) stationary Gaussian queueing processes.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.30757/alea.v20-10\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.30757/alea.v20-10","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Sojourn times of Gaussian and related random fields
. This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times and that of supremum. Moreover, we establish the uniform double-sum method to derive the tail asymptotics of sojourn times. In the literature, based on the pioneering research of S. Berman the sojourn times have been utilised to derive the tail asymptotics of supremum of Gaussian processes. In this paper we show that the opposite direction is even more fruitful, namely knowing the asymptotics of supremum of random processes and fields (in particular Gaussian) it is possible to establish the asymptotics of their sojourn times. We illustrate our findings considering i) two dimensional Gaussian random fields, ii) chi-process generated by stationary Gaussian processes and iii) stationary Gaussian queueing processes.