A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions

被引:12
|
作者
Mueller, Dennis [1 ]
机构
[1] Karlsruhe Inst Technol, Dept Math, D-76131 Karlsruhe, Germany
关键词
Gaussian random field; Excursion set; Lipschitz-Killing curvature; Central limit theorem; Malliavin-Stein method; Wiener chaos expansion; FUNCTIONALS; EXPANSIONS; POINTS; FIELDS;
D O I
10.1016/j.jmaa.2017.03.036
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper studies the excursion set of a real stationary isotropic Gaussian random field above a fixed level. We show that the standardized Lipschitz-Killing curvatures of the intersection of the excursion set with a window converges in distribution to a normal distribution as the window grows to the d-dimensional Euclidean space. Moreover a lower bound for the asymptotic variance is derived. (C) 2017 Elsevier Inc. All rights reserved.
引用
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页码:1040 / 1081
页数:42
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