Central limit theorems for the excursion set volumes of weakly dependent random fields

DOI10.3150/10-BEJ339zbMATH Open1239.60017arXiv1005.0483OpenAlexW1965350842MaRDI QIDQ408088FDOQ408088

Authors: Florian Timmermann, Alexander V. Bulinski, Evgeny Spodarev 

Publication date: 29 March 2012

Published in: Bernoulli (Search for Journal in Brave)

Abstract: The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the covariance matrix of the limiting distribution are provided. A statistical version of the CLT is considered as well. Some numerical results are also discussed.

Full work available at URL: https://arxiv.org/abs/1005.0483

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zbMATH Keywords

central limit theoremrandom fieldsexcursion setsdependence conditions

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

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Cited In (37)

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