Central limit theorems for the excursion set volumes of weakly dependent random fields
Probability
2012-03-02 v2 Statistics Theory
Statistics Theory
Abstract
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the covariance matrix of the limiting distribution are provided. A statistical version of the CLT is considered as well. Some numerical results are also discussed.
Cite
@article{arxiv.1005.0483,
title = {Central limit theorems for the excursion set volumes of weakly dependent random fields},
author = {Alexander Bulinski and Evgeny Spodarev and Florian Timmermann},
journal= {arXiv preprint arXiv:1005.0483},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.3150/10-BEJ339 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)