A covariance formula for the number of excursion set components of Gaussian fields and applications
We derive a covariance formula for the number of excursion or level set components of a smooth stationary Gaussian field on R d contained in compact domains. We also present two applications of this formula: (1) for fields whose correlations are integrable we prove that the variance of the component...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2023
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