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Documents de travail (2016), ESSEC Business School

CLT for Lipschitz-Killing Curvatures of Excursion Sets of Gaussian Random Fields

KRATZ Marie , VADLAMANI S.

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 Berman, Kratz and Leon, Meshenmoser and Shashkin, Pham, Spodarev, for a sample of works in such settings). The most recent addition Estrade and Leon where a CLT for Euler-Poincaré characteristic of the excursions set of a Gaussian random field is proven under appropriate conditions. In this paper, we shall obtain a central limit theorem for some global geometric functionals, called the Lipschitz-Killing curvatures of excursion sets of Gaussian random fields in an appropriate setting.

KRATZ, M. and VADLAMANI, S. (2016). CLT for Lipschitz-Killing Curvatures of Excursion Sets of Gaussian Random Fields. ESSEC Business School.