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

DOI10.1016/J.JMAA.2017.03.036zbMATH Open1373.60054arXiv1607.06696OpenAlexW2484774344MaRDI QIDQ2396678FDOQ2396678

Authors: Dennis Müller 

Publication date: 24 May 2017

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

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.

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

Recommendations

• Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
• The central limit theorem in Lipschitz domains
• The central limit theorem in Lipschitz domains (an overview and the conformal invariance)
• A central limit theorem for the Euler characteristic of a Gaussian excursion set
• Central limit theorems for counting measures in coarse negative curvature
• Lipschitz-Killing curvatures of the excursion sets of skew Student's \(t\) random fields
• scientific article; zbMATH DE number 7055519
• Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
• Central limit theorem in negative curvature

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Stochastic and Integral Geometry
• Level Sets and Extrema of Random Processes and Fields
• Matrix mathematics. Theory, facts, and formulas
• Title not available (Why is that?)
• On the existence of paths between points in high level excursion sets of Gaussian random fields
• Second-order properties and central limit theorems for geometric functionals of Boolean models
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Gaussian Hilbert Spaces
• Second order analysis of geometric functionals of Boolean models
• Limit theorems for excursion sets of stationary random fields
• Title not available (Why is that?)
• Phase singularities in isotropic random waves
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes
• Fluctuations of the Euler-Poincaré characteristic for random spherical harmonics
• Number of critical points of a Gaussian random field: condition for a finite variance
• Central limit theorems for level functionals of stationary Gaussian processes and fields
• Title not available (Why is that?)
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• A central limit theorem for the Euler characteristic of a Gaussian excursion set
• Title not available (Why is that?)
• Multiple Wiener-Itô integral expansions for level-crossing-count functionals

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
• 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
• Central limit theorem in negative curvature
• 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

This page was built for publication: A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2396678)