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Spherical level-crossing measures for chi-square random fields

  • Applied Topics in Control Theory, Mathematical Cybernetics, and Applied Statistics
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Abstract

Spherical measures of exceeding a low level are considered for strongly dependent chi-square fields. The limit distributions are sums of multiple stochastic integrals.

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Authors
  1. N. N. Leonenko
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  2. Sh. O. Sabirov
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Additional information

Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 68, pp. 118–128, 1989.

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Leonenko, N.N., Sabirov, S.O. Spherical level-crossing measures for chi-square random fields. J Math Sci 69, 1463–1471 (1994). https://doi.org/10.1007/BF01250593

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  • DOI: https://doi.org/10.1007/BF01250593

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