Sample path behaviour of Χ2 surfaces at extrema

DOI10.2307/1427357MaRDI QIDQ3813006zbMATH OpenOpenAlexFDO

Authors Michael Aronowich, Robert J. Adler

Publication date 1988

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427357

zbMATH Keywords

conditional limit distributiongeometric propertiesrandom fieldrandom surfaceSlepian model processesstationary Gaussian processes

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) General second-order stochastic processes (60G12) Sample path properties (60G17) Random fields (60G60)

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Cited in

(7)

• Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
• The detection of local shape changes via the geometry of Hotelling's \(T^2\) fields
• The geometry of correlation fields with an application to functional connectivity of the brain
• Behaviour of χ² processes at extrema
• Extrema and level crossings of χ² processes
• Slepian noise approach for Gaussian and Laplace moving average processes

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