English

A Central Limit Theorem for Lipschitz-Killing Curvatures of Gaussian Excursions

Probability 2017-02-21 v3

Abstract

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 dd-dimensional Euclidean space. Moreover a lower bound for the asymptotic variance is shown.

Keywords

Cite

@article{arxiv.1607.06696,
  title  = {A Central Limit Theorem for Lipschitz-Killing Curvatures of Gaussian Excursions},
  author = {Dennis Müller},
  journal= {arXiv preprint arXiv:1607.06696},
  year   = {2017}
}

Comments

Minor changes