CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields - ESSEC Business School
Pré-Publication, Document De Travail Année : 2016

CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields

Résumé

Our interest in this paper is to explore limit theorems for various geometric function-als of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion sets/sojourn times (see [4, 13, 14, 18, 22, 25] for a sample of works in such settings). The most recent addition being [6] where a central limit theorem (CLT) for Euler-Poincaré characteristic of the excursions set of a Gaussian random field is proven under appropriate conditions. In this paper, we obtain a CLT for some global geometric functionals, called the Lipschitz-Killing curvatures of excursion sets of Gaussian random fields in an appropriate setting.
Fichier principal
Vignette du fichier
WP1615.pdf (631.56 Ko) Télécharger le fichier
Origine Fichiers éditeurs autorisés sur une archive ouverte

Dates et versions

hal-01373091 , version 1 (28-09-2016)

Identifiants

  • HAL Id : hal-01373091 , version 1

Citer

Marie Kratz, Sreekar Vadlamani. CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields. 2016. ⟨hal-01373091⟩
165 Consultations
326 Téléchargements

Partager

More