Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields
Identifieur interne : 000264 ( France/Analysis ); précédent : 000263; suivant : 000265Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields
Auteurs : Marie F. Kratz [France] ; José R. Le N [Venezuela]Source :
- Journal of Theoretical Probability [ 0894-9840 ] ; 2001-07-01.
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Abstract
Abstract: 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.
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DOI: 10.1023/A:1017588905727
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Le N</name><affiliation wicri:level="1"><country xml:lang="fr">Venezuela</country><wicri:regionArea>Departamento de Matemáticas, Facultad de Ciencias, Universidad Central de Venezuela, A.P. 47197, 1041-A, Los Chaguaramos, Caracas</wicri:regionArea><wicri:noRegion>Caracas</wicri:noRegion></affiliation><affiliation wicri:level="1"><country wicri:rule="url">Venezuela</country></affiliation></author></analytic><monogr></monogr><series><title level="j">Journal of Theoretical Probability</title><title level="j" type="abbrev">Journal of Theoretical Probability</title><idno type="ISSN">0894-9840</idno><idno type="eISSN">1572-9230</idno><imprint><publisher>Kluwer Academic Publishers-Plenum Publishers</publisher><pubPlace>New York</pubPlace><date type="published" when="2001-07-01">2001-07-01</date><biblScope unit="volume">14</biblScope><biblScope unit="issue">3</biblScope><biblScope unit="page" from="639">639</biblScope><biblScope unit="page" to="672">672</biblScope></imprint><idno type="ISSN">0894-9840</idno></series></biblStruct></sourceDesc><seriesStmt><idno type="ISSN">0894-9840</idno></seriesStmt></fileDesc><profileDesc><textClass><keywords scheme="KwdEn" xml:lang="en"><term>Gaussian fields</term><term>Gaussian processes</term><term>Hermite polynomials</term><term>asymptotic variance</term><term>central limit theorem</term><term>crossings</term><term>level curve</term><term>maxima</term><term>sojourn time</term></keywords></textClass><langUsage><language ident="en">en</language></langUsage></profileDesc></teiHeader><front><div type="abstract" xml:lang="en">Abstract: 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.</div></front></TEI><affiliations><list><country><li>France</li><li>Venezuela</li></country><region><li>Île-de-France</li></region><settlement><li>Paris</li></settlement></list><tree><country name="France"><region name="Île-de-France"><name sortKey="Kratz, Marie F" sort="Kratz, Marie F" uniqKey="Kratz M" first="Marie F." last="Kratz">Marie F. Kratz</name></region><name sortKey="Kratz, Marie F" sort="Kratz, Marie F" uniqKey="Kratz M" first="Marie F." last="Kratz">Marie F. Kratz</name></country><country name="Venezuela"><noRegion><name sortKey="Le N, Jose R" sort="Le N, Jose R" uniqKey="Le N J" first="José R." last="Le N">José R. Le N</name></noRegion><name sortKey="Le N, Jose R" sort="Le N, Jose R" uniqKey="Le N J" first="José R." last="Le N">José R. Le N</name></country></tree></affiliations></record>Pour manipuler ce document sous Unix (Dilib)
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