A Central Limit Theorem for the Volumes of High Excursions of Stationary Associated Random Fields

  • Vadim Demichev Lomonosov Moscow State University, 119991 Moscow, Russia; The University of Sheffield, S10 2TN Sheffield, UK
  • Judith Sarah Olszewski Institute of Stochastics, Ulm University
DOI: https://doi.org/10.19139/soic.v3i2.137
Keywords: Association, excursion set, central limit theorem, Gaussian random field, shot-noise.

Abstract

We prove that under certain conditions the excursion sets volumes of stationary positively associated random fields converge after rescaling to the normal distribution as the excursion level and the size of the observation window grow. In addition, we provide a number of examples.

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Published
2015-05-12
How to Cite
Demichev, V., & Olszewski, J. S. (2015). A Central Limit Theorem for the Volumes of High Excursions of Stationary Associated Random Fields. Statistics, Optimization & Information Computing, 3(2), 138-146. https://doi.org/10.19139/soic.v3i2.137
Issue
Vol 3 No 2 (2015)
Section
Research Articles
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