Selected Topics in Theory of Long-Range Dependent Random Fields (II)

Andriy Olenko
La Trobe University, Australia
Mercredi, 15 Novembre, 2017 - 13:30 - 15:30

Abstract: This series of talks covers a selection of topics in the asymptotic theory of long-range dependent random processes and fields. The focus will be on some recent work in two areas: 

(1) studying covariance and spectral properties of long-range dependent random processes and fields.

(2) investigating non-central limit theorems for functionals of such fields. 

In particular, we plan to discuss various results on Abeliean and Tauberian theorems, the case of spectral singularities located outside the origin, convergence of functionals of long-range dependent fields to generalized Hermite-type distributions, asymptotics of Minkowski functionals, and the rate of convergence in non-central limit theorems. 


The talks will be illustrated with various simple examples showing explicit computations and particular cases that can be useful for applications.


Assumed background: Basic knowledge of probability, stochastic processes, and statistical inference.