Number of critical points of a Gaussian random field: Condition for a finite variance

Anne Estrade and Julie Fournier

Statistics & Probability Letters, 2016, vol. 118, issue C, 94-99

Abstract: We study the number of points where the gradient of a stationary Gaussian random field restricted to a compact set in Rd takes a fixed value. We extend to higher dimensions the Geman condition, a sufficient condition on the covariance function under which the variance of this random variable is finite.

Keywords: Gaussian field; Critical point; Geman condition; Crossing (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2016.06.018

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