A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions

DOI10.1016/J.JMAA.2017.03.036MaRDI QIDQ2396678zbMATH OpenOpenAlexFDO

Authors Dennis Müller

Publication date 24 May 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.06696

zbMATH Keywords

Gaussian random fieldcentral limit theoremWiener chaos expansionexcursion setLipschitz-Killing curvatureMalliavin-Stein method

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Abstract: This paper studies the excursion set of a real stationary isotropic Gaussian random field above a fixed level. We show that the standardized Lipschitz-Killing curvatures of the intersection of the excursion set with a window converges in distribution to a normal distribution as the window grows to the $d$-dimensional Euclidean space. Moreover a lower bound for the asymptotic variance is shown.

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Cited in

(20)

• Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
• Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images
• Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
• On the excursion area of perturbed Gaussian fields
• A quantitative central limit theorem for the Euler-Poincaré characteristic of random spherical eigenfunctions
• Surface area and volume of excursion sets observed on point cloud based polytopic tessellations
• Gaussian processes, kinematic formulae and Poincaré's limit
• Central limit theorem in negative curvature
• A central limit theorem for the number of excursion set components of Gaussian fields
• Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
• Asymptotic behaviour of level sets of needlet random fields
• The central limit theorem in Lipschitz domains (an overview and the conformal invariance)
• Limit theorems for excursion sets of stationary random fields
• Fluctuations of the number of excursion sets of planar Gaussian fields
• On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields
• A central limit theorem for extrinsic antimeans and estimation of Veronese-Whitney means and antimeans on planar Kendall shape spaces
• A central limit theorem for the Euler characteristic of a Gaussian excursion set
• On 3-dimensional Berry's model
• Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
• Characterization of anisotropic Gaussian random fields by Minkowski tensors

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