Level curves crossings and applications for Gaussian models

DOI10.1007/s10687-009-0090-xzbMath1226.60076OpenAlexW2088119032MaRDI QIDQ650734

Marie F. Kratz, José Rafael León

Publication date: 27 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-009-0090-x

zbMATH Keywords

Hermite polynomialscrossingsharmonic oscillatorGaussian fieldslevel curveCLTco-area formula(Generalized) rice formulaspecular point

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Geostatistics (86A32) Lasers, masers, optical bistability, nonlinear optics (78A60)

Related Items (7)

Random Lipschitz–Killing curvatures: Reduction Principles, Integration by Parts and Wiener chaos ⋮ Limit Theorems for Excursion Sets of Stationary Random Fields ⋮ An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process ⋮ On the excursion area of perturbed Gaussian fields ⋮ Cross-correlations and joint gaussianity in multivariate level crossing models ⋮ Editorial for the special issue on uncertainty in the brain ⋮ Level sets of random fields and applications: specular points and wave crests

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