Article Dans Une Revue Statistics and Probability Letters Année : 2016

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

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.

HAL

Référence hal-01192805 Preprint Anne Estrade, Julie Fournier. FINITE VARIANCE OF THE NUMBER OF STATIONARY POINTS OF A GAUSSIAN RANDOM FIELD. 2015. ⟨hal-01192805⟩

Fichier non déposé

Dates et versions

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

Identifiants

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⟩
169 Consultations
0 Téléchargements

Altmetric

Partager

  • More