A functional central limit theorem for the level measure of a Gaussian random field

We prove a functional central limit theorem for the Hausdorff measure of level sets generated by a smooth Gaussian random field.

Year of publication:	2013
Authors:	Shashkin, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 637-643
Publisher:	Elsevier
Subject:	Functional central limit theorem \| Level sets \| Excursion sets \| Rice formula \| Gaussian random fields

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010602923