Università degli Studi di Padova

“On the Excursion Area of Time Dependent Spherical Random Fields”

Mercoledì 25 Maggio 2022, ore 14:30 - Aula 2AB40 e Zoom - Anna Vidotto (Università di Napoli Federico II)


In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere $S^2$ and we investigate the asymptotic behavior, as $T$ tends to infinity , of the excursion area in $S^2 × [0, T]$ at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and nonintegrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold.

The talk is based on a joint work with D. Marinucci and M. Rossi.

Seminars in Probability and Finance