Sojourns of Vector-Valued Stationary Gaussian Random Fields

Krzysztof Dębicki, Enkelejd Hashorva, Zbigniew Michna

For a centered, homogeneous R^d-valued Gaussian random field X(t), t in R^k, with covariance matrix function R(s,t) = E[X(s) X(t)^T], we investigate the exact asymptotics of kappa_…