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Principle Seminar of the Department of Probability Theory, Moscow State University
April 18, 2012 16:45–18:00, Moscow, Ауд. 16-24
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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.
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