CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields

Abstract : Our interest in this paper is to explore limit theorems for various geometric function-als of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion sets/sojourn times (see [4, 13, 14, 18, 22, 25] for a sample of works in such settings). The most recent addition being [6] where a central limit theorem (CLT) for Euler-Poincaré characteristic of the excursions set of a Gaussian random field is proven under appropriate conditions. In this paper, we obtain a CLT for some global geometric functionals, called the Lipschitz-Killing curvatures of excursion sets of Gaussian random fields in an appropriate setting.
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Pré-publication, Document de travail
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1615. Forthcoming (2017) in Journal of Theoretical Probability. 2016
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Dernière modification le : jeudi 20 juillet 2017 - 09:27:20
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Marie Kratz, Sreekar Vadlamani. CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields. ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1615. Forthcoming (2017) in Journal of Theoretical Probability. 2016. <hal-01373091>

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