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 -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