Central limit theorems for level functionals of stationary Gaussian processes and fields

被引：42

作者：

Kratz, MF

León, JR

机构：

[1] Univ Paris 01, UMR 8595, MATISSE, SAMOS, F-75231 Paris 05, France

[2] Cent Univ Venezuela, Fac Ciencias, Dept Matemat, Caracas 1041 A, Venezuela

[3] Univ Paris 05, UFR Math & Informat, F-75270 Paris 06, France

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2001年 / 14卷 / 03期

关键词：

asymptotic variance; central limit theorem; crossings; Gaussian fields; Gaussian processes; Hermite polynomials; level curve; maxima; sojourn time;

D O I：

10.1023/A:1017588905727

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 introduce a general method, which combines the one developed by authors in 1997 and one derived from the work of Malevich,((17)) Cuzick((7)) and mainly Berman,((3)) to provide in an easy way a CLT for level functionals of a Gaussian process, as well as a CLT for the length of a level curve of a Gaussian field.

引用

页码：639 / 672

页数：34

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