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Principle Seminar of the Department of Probability Theory, Moscow State University
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Functional limit theorems for measures of level surfaces of a gaussian random field A. P. Shashkin M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics |
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Abstract: Functional limit theorems for measures of level surfaces of a gaussian random field We consider the measures of level sets of a smooth Gaussian random field observed in some bounded window. These measures define a random process indexed by the levels. Assuming some general condition on covariance function we prove a functional limit theorem establishing the convergence of these process to a Gaussian one in the space of continuous functions, when the observation windows grow to infinity. The convergence of such process has been proven before only in the sense of finite-dimennsional distributions or in the Hilbert space sense. |