Title of article
Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields
Author/Authors
Marie F. Kratz، نويسنده , , Jose R. Leon، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
-638
From page
639
To page
0
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
maxima , sojourn time , level curve , Hermite polynomials , Asymptotic variance , Central limit theorem , crossings , Gaussian fields , Gaussian processes
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2001
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108317
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