Functional central limit theorem for the volume of excursion sets generated by associated random fields (Q534416): Difference between revisions
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Property / author: Sumit K. Garg / rank | |||
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Property / review text | |||
A finite collection \(X= (X_1,\dots, X_n)\) of real-valued r.v.'s is called associated if \(\text{Cov}(f(X),\) \(g(X))\geq 0\) for any coordinatewise nondecreasing functions \(f,g: \mathbb{R}^n\to\mathbb{R}\), whenever the covariance exists. An infinite family of r.v.'s is associated if this is valid for every finite subfamily. In statistical physics, this property is known as the FKG-inequalities. The excursion set of a random field \(X\) at the level \(a\in\mathbb{R}\) is the random set \(\{t\in\mathbb{R}^d: X_t\geq a\}\). The aim of the present paper is exactly described in its title. | |||
Property / review text: A finite collection \(X= (X_1,\dots, X_n)\) of real-valued r.v.'s is called associated if \(\text{Cov}(f(X),\) \(g(X))\geq 0\) for any coordinatewise nondecreasing functions \(f,g: \mathbb{R}^n\to\mathbb{R}\), whenever the covariance exists. An infinite family of r.v.'s is associated if this is valid for every finite subfamily. In statistical physics, this property is known as the FKG-inequalities. The excursion set of a random field \(X\) at the level \(a\in\mathbb{R}\) is the random set \(\{t\in\mathbb{R}^d: X_t\geq a\}\). The aim of the present paper is exactly described in its title. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Ferenc Móricz / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G60 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5895580 / rank | |||
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Property / zbMATH Keywords | |||
functional central limit theorem | |||
Property / zbMATH Keywords: functional central limit theorem / rank | |||
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Property / zbMATH Keywords | |||
large deviation principle | |||
Property / zbMATH Keywords: large deviation principle / rank | |||
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Property / zbMATH Keywords | |||
excursion set | |||
Property / zbMATH Keywords: excursion set / rank | |||
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Property / zbMATH Keywords | |||
association | |||
Property / zbMATH Keywords: association / rank | |||
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Property / zbMATH Keywords | |||
random field | |||
Property / zbMATH Keywords: random field / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.02.012 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2008811596 / rank | |||
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Property / cites work | |||
Property / cites work: Level Sets and Extrema of Random Processes and Fields / rank | |||
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Property / cites work | |||
Property / cites work: Q5560061 / rank | |||
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Property / cites work | |||
Property / cites work: Q5308973 / rank | |||
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Property / cites work: Central limit theorems for the excursion set volumes of weakly dependent random fields / rank | |||
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Property / cites work: Association of Random Variables, with Applications / rank | |||
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Property / cites work: Correlation inequalities on some partially ordered sets / rank | |||
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Property / cites work: A general moment inequality for the maximum of the rectangular partial sums of multiple series / rank | |||
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Property / cites work: Normal fluctuations and the FKG inequalities / rank | |||
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Property / cites work: Q4864754 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 02:13, 4 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Functional central limit theorem for the volume of excursion sets generated by associated random fields |
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Functional central limit theorem for the volume of excursion sets generated by associated random fields (English)
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17 May 2011
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A finite collection \(X= (X_1,\dots, X_n)\) of real-valued r.v.'s is called associated if \(\text{Cov}(f(X),\) \(g(X))\geq 0\) for any coordinatewise nondecreasing functions \(f,g: \mathbb{R}^n\to\mathbb{R}\), whenever the covariance exists. An infinite family of r.v.'s is associated if this is valid for every finite subfamily. In statistical physics, this property is known as the FKG-inequalities. The excursion set of a random field \(X\) at the level \(a\in\mathbb{R}\) is the random set \(\{t\in\mathbb{R}^d: X_t\geq a\}\). The aim of the present paper is exactly described in its title.
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functional central limit theorem
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large deviation principle
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excursion set
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association
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random field
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