Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields

Marie F. Kratz () and José R. León ()
Additional contact information
Marie F. Kratz: Université Paris I & U.F.R. de Mathématiques et Informatique, Université René Descartes, Paris V
José R. León: Universidad Central de Venezuela

Journal of Theoretical Probability, 2001, vol. 14, issue 3, 639-672

Abstract: Abstract 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.

Keywords: asymptotic variance; central limit theorem; crossings; Gaussian fields; Gaussian processes; Hermite polynomials; level curve; maxima; sojourn time (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1023/A:1017588905727 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:14:y:2001:i:3:d:10.1023_a:1017588905727

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1023/A:1017588905727

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().