A covariance formula for topological events of smooth Gaussian fields
We derive a covariance formula for the class of ‘topological events’ of smooth Gaussian fields on manifolds; these are events that depend only on the topology of the level sets of the field, for example, (i) crossing events for level or excursion sets, (ii) events measurable with respect to the numb...
| Main Authors: | , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2020
|