The expected Euler characteristic approximation to excursion probabilities of smooth Gaussian random fields with general variance functions
Author:
Affiliation:
1. Arizona State University, U.S.A
Publisher
Institute of Mathematical Statistics
Reference17 articles.
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3. Azaïs, J. M. and Delmas, C. (2002). Asymptotic expansions for the distribution of the maximum of Gaussian random fields. Extremes. 5, 181–212.
4. Azaïs, J. M. and Wschebor, M. (2009). Level Sets and Extrema of Random Processes and Fields. John Wiley & Sons, Hoboken, NJ.
5. Cheng, D. and Xiao, Y. (2016). The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments. Ann. Appl. Probab. 26, 722–759.
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