Asymptotic Normality of the Number of Crossings of Level Zero by a Gaussian Process

DOI10.1137/1114035zbMATH Open0283.60044OpenAlexW2094280296MaRDI QIDQ4769717FDOQ4769717

Authors Tat'Yana L'Vovna Malevich

Publication date 1969

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1114035

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Sample path properties (60G17)

Cited in

(12)

• A CLT concerning critical points of random functions on a Euclidean space
• The winding of stationary Gaussian processes
• On excursion sets, tube formulas and maxima of random fields.
• An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process
• The sharp phase transition for level set percolation of smooth planar Gaussian fields
• Limit theorems for excursion sets of stationary random fields
• Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
• Central limit theorem for solutions of random initialized differential equations: a simple proof
• Asymptotic normality of high level-large time crossings of a Gaussian process
• Macroscaling limit theorems for filtered spatiotemporal random fields
• Fatigue lifetime under stochastic loading with random overloading pulse trains
• A central limit theorem for non-instantaneous filters of a stationary Gaussian process

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