Level curves crossings and applications for Gaussian models

DOI10.1007/S10687-009-0090-XzbMATH Open1226.60076OpenAlexW2088119032MaRDI QIDQ650734FDOQ650734

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

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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)

Cites Work

Central limit theorems for non-linear functionals of Gaussian fields
The central limit theorem for dependent random variables
Level Sets and Extrema of Random Processes and Fields
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On the distribution of the maximum of a Gaussian field with \(d\) parameters
Mathematical Analysis of Random Noise
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
Central limit theorems for level functionals of stationary Gaussian processes and fields
On the second moment of the number of crossings by a stationary Gaussian process
Level crossings and other level functionals of stationary Gaussian processes
Affine Processes: A Test of Isotropy Based on Level Sets
Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
A Monotone Process Maintenance Model for a Multistate System
Central limit theorem for wave-functionals of Gaussian processes
Title not available (Why is that?)
MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications
Slepian models for the stochastic shape of individual Lagrange sea waves
Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience
Palm distributions of wave characteristics in encountering seas

Cited In (12)

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

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