[图书][B] Level sets and extrema of random processes and fields
JM Azaïs, M Wschebor - 2009 - books.google.com
A timely and comprehensive treatment of random field theory with applications across
diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses …
diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses …
Level crossings and other level functionals of stationary Gaussian processes
MF Kratz - 2006 - projecteuclid.org
This paper presents a synthesis on the mathematical work done on level crossings of
stationary Gaussian processes, with some extensions. The main results [(factorial) moments …
stationary Gaussian processes, with some extensions. The main results [(factorial) moments …
Central limit theorems for level functionals of stationary Gaussian processes and fields
MF Kratz, JR León - Journal of Theoretical Probability, 2001 - Springer
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 …
one derived from the work of Malevich,(17) Cuzick (7) and mainly Berman,(3) to provide in …
Sojourn functionals for spatiotemporal Gaussian random fields with long memory
NN Leonenko, MD Ruiz-Medina - Journal of Applied Probability, 2023 - cambridge.org
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal
Gaussian random fields with long-range dependence (LRD) in time, also known as long …
Gaussian random fields with long-range dependence (LRD) in time, also known as long …
Central limit theorem for Lipschitz–Killing curvatures of excursion sets of Gaussian random fields
M Kratz, S Vadlamani - Journal of Theoretical Probability, 2018 - Springer
Our interest in this paper is to explore limit theorems for various geometric functionals of
excursion sets of isotropic Gaussian random fields. In the past, asymptotics of nonlinear …
excursion sets of isotropic Gaussian random fields. In the past, asymptotics of nonlinear …
Zeros of smooth stationary Gaussian processes
M Ancona, T Letendre - 2021 - projecteuclid.org
Abstract Let f: R→ R be a stationary centered Gaussian process. For any R> 0, let ν R
denote the counting measure of {x∈ R∣ f (R x)= 0}. Under suitable assumptions on the …
denote the counting measure of {x∈ R∣ f (R x)= 0}. Under suitable assumptions on the …
CLT for the zeros of classical random trigonometric polynomials
Abstract We prove a Central Limit Theorem for the number of zeros of random trigonometric
polynomials of the form K^-1/2n=1^Ka_n\cos(nt), being (a_n)_n independent standard …
polynomials of the form K^-1/2n=1^Ka_n\cos(nt), being (a_n)_n independent standard …
Fluctuations of the number of excursion sets of planar Gaussian fields
For a smooth, stationary, planar Gaussian field, we consider the number of connected
components of its excursion set (or level set) contained in a large square of area R 2. The …
components of its excursion set (or level set) contained in a large square of area R 2. The …
Asymptotic distribution of nodal intersections for arithmetic random waves
M Rossi, I Wigman - Nonlinearity, 2018 - iopscience.iop.org
We study the nodal intersections number of random Gaussian toral Laplace eigenfunctions
('arithmetic random waves') against a fixed smooth reference curve. The expected …
('arithmetic random waves') against a fixed smooth reference curve. The expected …