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

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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.

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Kratz, M.F., León, J.R. Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields. Journal of Theoretical Probability 14, 639–672 (2001). https://doi.org/10.1023/A:1017588905727

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  • DOI: https://doi.org/10.1023/A:1017588905727

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