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A central limit theorem for the Euler integral of a Gaussian random field

Probability 2015-06-30 v1

Abstract

Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural in the majority of applications, leads to a need for statistical analysis, the first step of which requires asymptotic distribution results for estimators. The first such result is provided in this paper, as a central limit theorem for the Euler integral of pure, Gaussian, noise fields.

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Cite

@article{arxiv.1506.08772,
  title  = {A central limit theorem for the Euler integral of a Gaussian random field},
  author = {Gregory Naitzat and Robert J. Adler},
  journal= {arXiv preprint arXiv:1506.08772},
  year   = {2015}
}

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34 pages