Limit theorems for geometrical characteristics of Gaussian excursion sets

Stochastics Seminar
Thursday, November 3, 2011 - 15:05
1 hour (actually 50 minutes)
Skiles 006
Moscow State University
Excursion sets of stationary random fields have attracted much attention in recent years.They have been applied to modeling complex geometrical structures in tomography, astro-physics and hydrodynamics. Given a random field and a specified level, it is natural to studygeometrical functionals of excursion sets considered in some bounded observation window.Main examples of such functionals are the volume, the surface area and the Euler charac-teristics. Starting from the classical Rice formula (1945), many results concerning calculationof moments of these geometrical functionals have been proven. There are much less resultsconcerning the asymptotic behavior (as the window size grows to infinity), as random variablesconsidered here depend non-smoothly on the realizations of the random field. In the talk wediscuss several recent achievements in this domain, concentrating on asymptotic normality andfunctional central limit theorems.