Central limit theorems for level functionals of stationary Gaussian processes and fields (Q5952036): Difference between revisions
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Latest revision as of 12:01, 30 July 2024
scientific article; zbMATH DE number 1687605
Language | Label | Description | Also known as |
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English | Central limit theorems for level functionals of stationary Gaussian processes and fields |
scientific article; zbMATH DE number 1687605 |
Statements
Central limit theorems for level functionals of stationary Gaussian processes and fields (English)
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2 May 2002
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The authors provide a CLT as general as possible for level functionals of Gaussian processes \(X=(X_{t}, t\in T)\). The purpose is to find a general method which can be applied to many different cases, in particular when the dimension of the index set \(T\) is greater than one. To achieve that the authors combine two approaches, the one developed by the authors and the other derived by the work of Malevich, Cuzick, and Berman that consists in approaching the process \(X\) by an \(m\)-dependent process, in order to exploit the well-known results on \(m\)-dependent processes. Applying this method consider a CLT for functionals of \((X_{t}, \dot{X}_{t}, \ddot{X}_{t}, t\geq 0)\) and then consider the case where the dimension of \(T\) is greater than one by giving a CLT for the length of a level curve of a random field. The authors present the method related to the \(m\)-dependent process and give some results on the correlation between the process and the associated \(m\)-dependent process. As applications, the authors present a CLT for the number of crossings of \(A\), a CLT for the number of local maxima and a CLT for the sojourn time of \(X\) in some interval. Finally the authors show, by taking advantage of the general method obtained above, that the generalized results can be easily deduced from the ones given in dimension 1. The authors demonstrate how nicely the method works by giving a CLT for the length of a level curve of a Gaussian field.
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level functionals of Gaussian processes
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CLT for functionals
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CLT for the number of crossings
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CLT for the number of local maxima
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CLT for the sojourn time
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