A Functional Limit Theorem for the Integrals over Level Sets of a Gaussian Random Field
2016
We consider integrals of continuous random functions over random measures induced by level sets of a Gaussian random field. We show that under some conditions on the generating Gaussian field, such integrals form a continuous random process indexed by level sets. If the integrand random field possesses certain weak dependence conditions, a functional central limit theorem for those processes is proved.
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