Correlations of peaks of Gaussian random fields (Q1096968)

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scientific article; zbMATH DE number 4032728
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Correlations of peaks of Gaussian random fields
scientific article; zbMATH DE number 4032728

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    Correlations of peaks of Gaussian random fields (English)
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    1987
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    The high peaks of a Gaussian random field are studied. Asymptotic expansions, appropriate for high peak thresholds and large spatial separations, are developed for the N-point correlation functions of the number density of high peaks, in terms of the two-point correlation of the underlying Gaussian field. Similar expressions are derived for the correlations of points, not necessarily the positions of peaks, where the field exceeds a high threshold.
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    high peaks of a Gaussian random field
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    Asymptotic expansions
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    two-point correlation
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    positions of peaks
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