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On the rate of convergence for central limit theorems of sojourn times of Gaussian fields

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  • Pham, Viet-Hung

Abstract

The aim of this paper is to control the rate of convergence for central limit theorems of sojourn times of Gaussian fields in both cases: the fixed and the moving level. Our main tools are the Malliavin calculus and the Stein method, developed by Nualart, Peccati and Nourdin. We also extend some results of Berman to the multidimensional case.

Suggested Citation

  • Pham, Viet-Hung, 2013. "On the rate of convergence for central limit theorems of sojourn times of Gaussian fields," Stochastic Processes and their Applications, Elsevier, vol. 123(6), pages 2158-2174.
    • Handle: RePEc:eee:spapps:v:123:y:2013:i:6:p:2158-2174
    DOI: 10.1016/j.spa.2013.01.016
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    References listed on IDEAS

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    1. Nourdin, Ivan & Peccati, Giovanni & Podolskij, Mark, 2011. "Quantitative Breuer-Major theorems," Stochastic Processes and their Applications, Elsevier, vol. 121(4), pages 793-812, April.
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    Cited by:

    1. Marie Kratz & Sreekar Vadlamani, 2016. "CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields," Working Papers hal-01373091, HAL.
    2. Marie Kratz & Sreekar Vadlamani, 2018. "Central Limit Theorem for Lipschitz–Killing Curvatures of Excursion Sets of Gaussian Random Fields," Journal of Theoretical Probability, Springer, vol. 31(3), pages 1729-1758, September.
    3. Maurizia Rossi, 2019. "The Defect of Random Hyperspherical Harmonics," Journal of Theoretical Probability, Springer, vol. 32(4), pages 2135-2165, December.
    4. Chen, Huiping & Chen, Yong & Liu, Yong, 2024. "Kernel representation formula: From complex to real Wiener–Itô integrals and vice versa," Stochastic Processes and their Applications, Elsevier, vol. 167(C).
    5. Elena Di Bernardino & Céline Duval, 2022. "Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 143-184, March.

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