Small fluctuations for time-dependent spherical random fields

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields where the covariance functions is separable in space and time. We establish Chung’s law of the iterated logarithm and solve the small ball probabilities problem. Our results depend on the high-frequency behaviour of the angular power spectrum: the speed of decay of the small ball probability is faster as the memory parameter or the space-parameter decreases.

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Publication Details

Journal
Electronic Journal of Probability
Published
2025-01-01
DOI
https://doi.org/10.1214/25-ejp1338
Primary Topic
Stochastic processes and statistical mechanics
Type
article
Field-Weighted Citation Impact
0.00

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article

Small fluctuations for time-dependent spherical random fields

Anna Paola Todino, Marco Carfagnini
Electronic Journal of Probability
Stochastic processes and statistical mechanics
article

Small fluctuations for time-dependent spherical random fields

Anna Paola Todino, Marco Carfagnini
article en

Abstract

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields where the covariance functions is separable in space and time. We establish Chung’s law of the iterated logarithm and solve the small ball probabilities problem. Our results depend on the high-frequency behaviour of the angular power spectrum: the speed of decay of the small ball probability is faster as the memory parameter or the space-parameter decreases.

Electronic Journal of ProbabilityVol. 30(none)
Università degli Studi del Piemonte Orientale “Amedeo Avogadro” (IT), The University of Melbourne (AU)
Istituto Nazionale di Alta Matematica "Francesco Severi"
Openalex Percentile: Top 85%
Stochastic processes and statistical mechanics
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