Model fields in crossing theory: a weak convergence perspective

Citation
J. Wilson, Richard, Model fields in crossing theory: a weak convergence perspective, Advances in applied probability , 20(4), 1988, pp. 756-774
ISSN journal
00018678
Volume
20
Issue
4
Year of publication
1988
Pages
756 - 774
Database
ACNP
SICI code
Abstract
In this paper, the behavior of a Gaussian random field near an .upcrossing' of a fixed level is investigated by strengthening the results of Wilson and Adler (1982) to full weak convergence in the space of functions which have continuous derivatives up to order 2. In Section 1, weak convergence and model processes are briefly discussed. The model field of Wilson and Adler (1982) is constructed in Section 2 using full weak convergence. Some of its properties are also investigated. Section 3 contains asymptotic results for the model field, including the asymptotic distributions of the Lebesgue measure of a particular excursion set and the maximum of the model field as the level becomes arbitrarily high.