A v v i s o d i S e m i n a r i o
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Giovedì 12 Maggio, ore 11
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Stanza 34
Dipartimento di Scienze Statistiche
"Sapienza" Università di Roma
Prof. A.Olenko (La Trobe University, Melbourne, Australia)
Titolo:
Some asymptotic properties of geometric functionals of strongly dependent random fields
Sintesi:
Limit theorems for the volumes of excursion sets of strongly dependent heavy-tailed random fields will be presented. Special attention is paid to Student and Fisher random fields. We also discuss the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. In contrast to approaches based on the Malliavin calculus and Stein's method we use direct probability methods. Some examples and simulation results are shown.
The presentation is based on the papers:
N. Leonenko, A. Olenko, Sojourn measures of Student and Fisher-Snedecor random fields, Bernoulli, 20(3) (2014) 1454--1483.
Vo Anh, N. Leonenko, A.Olenko. On the rate of convergence to Rosenblatt-type distribution, Journal of Mathematical Analysis and Applications, 425(1) (2015) 111-132.