Citation
Mf. Kratz et Jr. Leon, Central limit theorems for level functionals of stationary Gaussian processes and fields, J THEOR PR, 14(3), 2001, pp. 639-672
Citations number
20
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840
→ ACNP
Volume
14
Issue
3
Year of publication
2001
Pages
639 - 672
Database
ISI
SICI code
0894-9840(200107)14:3<639:CLTFLF>2.0.ZU;2-V
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 ma
inly 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 G
aussian field.