Number of critical points of a Gaussian random field: Condition for a finite variance - Archive ouverte HAL
Article Dans Une Revue Statistics and Probability Letters Année : 2016

Number of critical points of a Gaussian random field: Condition for a finite variance

Anne Estrade
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  • PersonId : 860194
Julie Fournier
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  • IdRef : 279361297

Résumé

We study the number of points where the gradient of a stationary Gaussian random field restricted to a compact set in $\mathbb{R}^d$ takes a fixed value. We extend to higher dimensions the Geman condition, a sufficient condition on the covariance function under which the variance of this random variable is finite.
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Dates et versions

hal-01374125 , version 1 (29-09-2016)

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Citer

Anne Estrade, Julie Fournier. Number of critical points of a Gaussian random field: Condition for a finite variance. Statistics and Probability Letters, 2016, 118, pp.94-99. ⟨10.1016/j.spl.2016.06.018⟩. ⟨hal-01374125⟩

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