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International Academic Press, Statistics, Optimization and Information Computing, 2(3)

DOI: 10.19139/137

International Academic Press, Statistics, Optimization and Information Computing, 2(3)

DOI: 10.19139/soic.v3i2.137

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A Central Limit Theorem for the Volumes of High Excursions of Stationary Associated Random Fields

Journal article published in 2015 by Vadim Demichev ORCID, Judith Sarah Olszewski
This paper is made freely available by the publisher.
This paper is made freely available by the publisher.

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Abstract

We prove that under certain conditions the excursion sets volumes of stationary positively associated random fields converge after rescaling to the normal distribution as the excursion level and the size of the observation window grow. In addition, we provide a number of examples.