Functional central limit theorem for the volume of excursion sets generated by associated random fields (Q534416)

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scientific article; zbMATH DE number 5895580
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Functional central limit theorem for the volume of excursion sets generated by associated random fields
scientific article; zbMATH DE number 5895580

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    Functional central limit theorem for the volume of excursion sets generated by associated random fields (English)
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    17 May 2011
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    A finite collection \(X= (X_1,\dots, X_n)\) of real-valued r.v.'s is called associated if \(\text{Cov}(f(X),\) \(g(X))\geq 0\) for any coordinatewise nondecreasing functions \(f,g: \mathbb{R}^n\to\mathbb{R}\), whenever the covariance exists. An infinite family of r.v.'s is associated if this is valid for every finite subfamily. In statistical physics, this property is known as the FKG-inequalities. The excursion set of a random field \(X\) at the level \(a\in\mathbb{R}\) is the random set \(\{t\in\mathbb{R}^d: X_t\geq a\}\). The aim of the present paper is exactly described in its title.
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    functional central limit theorem
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    large deviation principle
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    excursion set
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    association
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    random field
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