Central limit theorems for level functionals of stationary Gaussian processes and fields

被引：42
|
作者：
Kratz, MF
León, JR
机构：
[1] Univ Paris 01, UMR 8595, MATISSE, SAMOS, F-75231 Paris 05, France
[2] Cent Univ Venezuela, Fac Ciencias, Dept Matemat, Caracas 1041 A, Venezuela
[3] Univ Paris 05, UFR Math & Informat, F-75270 Paris 06, France
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2001年 / 14卷 / 03期
关键词：
asymptotic variance; central limit theorem; crossings; Gaussian fields; Gaussian processes; Hermite polynomials; level curve; maxima; sojourn time;
D O I：
10.1023/A:1017588905727
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We introduce a general method, which combines the one developed by authors in 1997 and one derived from the work of Malevich,((17)) Cuzick((7)) and mainly Berman,((3)) to provide in an easy way a CLT for level functionals of a Gaussian process, as well as a CLT for the length of a level curve of a Gaussian field.
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页码：639 / 672
页数：34
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