Functional central limit theorem for the volume of excursion sets generated by associated random fields (Q534416): Difference between revisions

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.