A functional central limit theorem for the level measure of a Gaussian random field

被引:5
|
作者
Shashkin, A. [1 ]
机构
[1] Moscow MV Lomonosov State Univ, Fac Math & Mech, Moscow 119991, Russia
关键词
Functional central limit theorem; Level sets; Excursion sets; Rice formula; Gaussian random fields;
D O I
10.1016/j.spl.2012.11.007
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove a functional central limit theorem for the Hausdorff measure of level sets generated by a smooth Gaussian random field. (c) 2012 Published by Elsevier B.V.
引用
收藏
页码:637 / 643
页数:7
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