Work

Small fluctuations for time-dependent spherical random fields

Year: 2025

Type: article

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.

Source: Electronic Journal of Probability

DOI: 10.1214/25-ejp1338

Authors: Marco Carfagnini, Anna Paola Todino

Institutions: The University of Melbourne, Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

Language: English

Topic: Point processes and geometric inequalities

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $675

Funder: Istituto Nazionale di Alta Matematica "Francesco Severi"