[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 …

[图书][B] Laws of small numbers: extremes and rare events

M Falk, J Hüsler, RD Reiss - 2010 - books.google.com
Since the publication of the first edition of this seminar book in 1994, the theory and
applications of extremes and rare events have enjoyed an enormous and still increasing …

A central limit theorem for the Euler characteristic of a Gaussian excursion set

A Estrade, JR León - 2016 - projecteuclid.org
We study the Euler characteristic of an excursion set of a stationary isotropic Gaussian
random field X:Ω*R^d→R. Let us fix a level u∈R and let us consider the excursion set …

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 …

A central limit theorem for the number of excursion set components of Gaussian fields

D Beliaev, M McAuley, S Muirhead - The Annals of Probability, 2024 - projecteuclid.org
For a smooth stationary Gaussian field f on R d and level ℓ∈ R, we consider the number of
connected components of the excursion set {f≥ ℓ}(or level set {f= ℓ}) contained in large …

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 …

A test of Gaussianity based on the Euler characteristic of excursion sets

E Di Bernardino, A Estrade, JR León - 2017 - projecteuclid.org
In the present paper, we deal with a stationary isotropic random field X:R^d→R and we
assume it is partially observed through some level functionals. We aim at providing a …

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

A Estrade, J Fournier - Statistics & Probability Letters, 2016 - Elsevier
We study the number of points where the gradient of a stationary Gaussian random field
restricted to a compact set in R d takes a fixed value. We extend to higher dimensions the …

The first achievement of a given level by a random process

SL Semakov - IEEE Transactions on Information Theory, 2024 - ieeexplore.ieee.org
We propose a scheme for finding the probabilities of events related to crossings of a level by
a random process. Using this scheme, we estimate the probability that the first achievement …

An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process

E Assaf, J Buckley, N Feldheim - Probability Theory and Related Fields, 2023 - Springer
We study the variance of the number of zeroes of a stationary Gaussian process on a long
interval. We give a simple asymptotic description under mild mixing conditions. This allows …