Central limit theorems for level's functionals of stationary Gaussian processes and fields - Archive ouverte HAL
Article Dans Une Revue Journal of Theoretical Probability Année : 2001

Central limit theorems for level's functionals of stationary Gaussian processes and fields

Résumé

We introduce a general method, which combines the one developed by the authors in 1997 and one derived from the work of Malevich (1969), Cuzick (1976) and mainly Berman (1992), 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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Dates et versions

hal-00171272 , version 1 (12-09-2007)

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  • HAL Id : hal-00171272 , version 1

Citer

Marie Kratz, J. R. Leon. Central limit theorems for level's functionals of stationary Gaussian processes and fields. Journal of Theoretical Probability, 2001, 14 (3), pp.639-672. ⟨hal-00171272⟩
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