The uniform law for sojourn times of processes with cyclically exchangeable in-crements is extended to the case of random fields, with general parameter sets, that possess a suitable invariance property. Key words and phrases: random field, uniform sojourn law, sojourn time, exchangeability. AMS Subject Classifications: primary 60G60; secondary 60G17, 60G09.
In this paper, we consider isotropic and stationary real Gaussian random fields defined on S2 × R an...
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian rando...
We study the first passage time properties of an integrated Brownian curve both in homogeneous and d...
Limit theorems for the volumes of excursion sets of weakly and strongly dependent heavy-tailed rando...
In these notes, I discuss some properties of collections of random variables, which I call random fi...
In this thesis we will investigate random walks which, upon reaching a state X, stay in X during a ...
A timely and comprehensive treatment of random field theory with applications across diverse areas o...
22 pagesThis paper establishes a central limit theorem and an invariance principle for a wide class ...
In this paper, we consider isotropic and stationary real Gaussian random fields defined on S-2 x R a...
In this paper, we provide a methodology for computing the probability distribution of sojourn times...
Some characters of semi-stable stochastic processes on local fields such as epochs, spans, and indic...
44 pagesInternational audienceLet $(S_k)_{k\ge 1}$ be the classical Bernoulli random walk on the int...
We study behavior in space and time of random walks in an i.i.d. random envi-ronment on Zd, d ≥ 3. I...
AbstractThis paper establishes a central limit theorem and an invariance principle for a wide class ...
A new type of stochastic dependence for a sequence of random variables is introduced and studied. Pr...
In this paper, we consider isotropic and stationary real Gaussian random fields defined on S2 × R an...
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian rando...
We study the first passage time properties of an integrated Brownian curve both in homogeneous and d...
Limit theorems for the volumes of excursion sets of weakly and strongly dependent heavy-tailed rando...
In these notes, I discuss some properties of collections of random variables, which I call random fi...
In this thesis we will investigate random walks which, upon reaching a state X, stay in X during a ...
A timely and comprehensive treatment of random field theory with applications across diverse areas o...
22 pagesThis paper establishes a central limit theorem and an invariance principle for a wide class ...
In this paper, we consider isotropic and stationary real Gaussian random fields defined on S-2 x R a...
In this paper, we provide a methodology for computing the probability distribution of sojourn times...
Some characters of semi-stable stochastic processes on local fields such as epochs, spans, and indic...
44 pagesInternational audienceLet $(S_k)_{k\ge 1}$ be the classical Bernoulli random walk on the int...
We study behavior in space and time of random walks in an i.i.d. random envi-ronment on Zd, d ≥ 3. I...
AbstractThis paper establishes a central limit theorem and an invariance principle for a wide class ...
A new type of stochastic dependence for a sequence of random variables is introduced and studied. Pr...
In this paper, we consider isotropic and stationary real Gaussian random fields defined on S2 × R an...
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian rando...
We study the first passage time properties of an integrated Brownian curve both in homogeneous and d...