Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields
Identifieur interne : 001887 ( Main/Exploration ); précédent : 001886; suivant : 001888Central 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.
English descriptors
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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.
Url:
DOI: 10.1023/A:1017588905727
Affiliations:
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<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>
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