CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
نویسندگان
چکیده
Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion sets/sojourn times ( see [4, 13, 14, 18, 22, 25] for a sample of works in such settings). The most recent addition being [6] where a central limit theorem (CLT) for Euler-Poincaré characteristic of the excursions set of a Gaussian random field is proven under appropriate conditions. In this paper, we obtain a CLT for some global geometric functionals, called the LipschitzKilling curvatures of excursion sets of Gaussian random fields in an appropriate setting.
منابع مشابه
Lipschitz-Killing curvatures of the Excursion Sets of Skew Student's t Random fields
In many real applications related with Geostatistics, medical imaging and material science, the real observations have asymmetric, and heavy-tailed multivariate distributions. These observations are spatially correlated and they could be modelled by the skew random fields. However, certain statistical analysis problems require giving analytical expectations of some integral geometric characteri...
متن کاملA Gaussian Kinematic Formula
In this paper, we consider smooth, real-valued random fields built up from i.i.d. copies of centered, unit variance smooth Gaussian fields on a manifold M . Specifically, we consider random fields of the form fp = F (y1(p), . . . , yk(p)) for F ∈ C(R;R) and (y1, . . . , yk) a vector of C centered, unit-variance Gaussian fields. For fields of this type, we compute the expected Euler characterist...
متن کاملCentral limit theorems for the excursion sets volumes of weakly dependent random fields
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi–associated random fields on R are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the covariance matrix of the limiting distribution are provided. A statistical version of the CLT is considered as well. Some numerical results are also discussed. AMS 2000 subject ...
متن کاملGaussian processes, kinematic formulae and Poincare's limit
We consider vector valued, unit variance Gaussian processes defined over stratified manifolds and the geometry of their excursion sets. In particular, we develop an explicit formula for the expectation of all the Lipschitz–Killing curvatures of these sets. Whereas our motivation is primarily probabilistic, with statistical applications in the background, this formula has also an interpretation ...
متن کاملExcursion Sets of Stable Random Fields 3
Studying the geometry generated by Gaussian and Gaussianrelated random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this paper we look at three classes of stable random fields, and obtain asymptotic formulae for the mean values of various geometric characteristics of their excursio...
متن کامل