Level curves crossings and applications for Gaussian models

DOI10.1007/S10687-009-0090-XMaRDI QIDQ650734zbMATHOpenAlexFDO

Authors Marie Kratz, José R. León

Publication date 27 November 2011

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-009-0090-x

zbMATH Keywords

Gaussian fieldsCLTHermite polynomialslevel curveharmonic oscillatorco-area formulacrossings(Generalized) rice formulaspecular point

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Geostatistics (86A32) Stationary stochastic processes (60G10) Lasers, masers, optical bistability, nonlinear optics (78A60)

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Cites work

• scientific article; zbMATH DE number 3280855 (Why is no real title available?)
• scientific article; zbMATH DE number 3185327 (Why is no real title available?)
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• Level Sets and Extrema of Random Processes and Fields
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• Mathematical Analysis of Random Noise
• On the distribution of the maximum of a Gaussian field with \(d\) parameters
• On the second moment of the number of crossings by a stationary Gaussian process
• Palm distributions of wave characteristics in encountering seas
• Phase singularities in isotropic random waves
• Slepian models for the stochastic shape of individual Lagrange sea waves
• The central limit theorem for dependent random variables

Cited in

(12)

• Central limit theorem for the number of crossing of random processes
• Random Lipschitz–Killing curvatures: Reduction Principles, Integration by Parts and Wiener chaos
• An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process
• On the excursion area of perturbed Gaussian fields
• Editorial for the special issue on uncertainty in the brain
• Level sets of random fields and applications: specular points and wave crests
• Cross-correlations and joint gaussianity in multivariate level crossing models
• Level crossings and other level functionals of stationary Gaussian processes
• On the second moment of the number of crossings by a stationary Gaussian process
• MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications
• Limit theorems for excursion sets of stationary random fields
• On Level Crossings by Gaussian Fields

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