A central limit theorem for functionals of level overshoot by a Gaussian field with dependence

Tae Il Jeon

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J. Korean Math. Soc. 1998; 35(1): 77-83

Printed March 1, 1998

A central limit theorem for functionals of level overshoot by a Gaussian field with dependence

Tae Il Jeon

Taejon University

Abstract

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Abstract

In this article we prove a limit theorem for a functional generated by intersections of realization of stationary Gaussian fields with moving level. A sequence of random variables is defined in terms of the functional and the sequence has a normal limiting distribution.

Keywords: central limit theoremm, level overshoot

MSC numbers: 60F05