Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields
By Marie Kratz, José Rafael León. 2001
77 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Geometry and Topology
View Paper: https://www.semanticscholar.org/paper/185c8c00152227e62f8c232eef7d321cb74fb914
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Ivan Nourdin
- Giovanni Peccati
- Mark Podolskij
- Andrew Granville
- I. Wigman
- Marie Kratz
- Gesine Reinert
- Sourav Chatterjee
In Finance
- Ivan Nourdin
- Giovanni Peccati
- Mark Podolskij
- Andrew Granville
- I. Wigman
- Marie Kratz
- Gesine Reinert
- David Nualart
In Geometry and Topology
- Giovanni Peccati
- Ivan Nourdin
- Andrew Granville
- I. Wigman
- Mark Podolskij
- Marie Kratz
- Sourav Chatterjee
- Günter Last
Citations in the corpus
- Level crossings and other level functionals of stationary Gaussian processes (2006, methodology): “So we can prove that IE[FQ,t(X)−FQ,t(Xε)]2 → t→∞ 0 , with ε(t) → t→∞ 0, (2.54) by using Arcones inequality and some results on the correlation between the process (respectively its derivatives) and the (1/ε)-dependent process associated (respectively its derivatives), obtained vhen working with the ”
- The distribution of the zeros of random trigonometric polynomials (2008, methodology): “[SL]), and the two-dimensional case was treated by Kratz and Leon [ KL ].”
- A central limit theorem for the Euler characteristic of a Gaussian excursion set (2016, unknown): “On the other hand, at least in the Gaussian case, accurate methods such as the theory of crossings can be used to get explicit values for level functionals (see the seminal work of Slud [29] and also the paper of Kratz and Le´on [20]).”
- Quantitative Breuer-Major Theorems (2010, background): “1 and its variations have served as fundamental tools for Gaussian approximations in an impressive number of applications, of which we provide a representative (recent) sample: renormalization of fractional diffusions [1], power variations of Gaussian and Gaussian-related continuous-time processes [”