A Central Limit Theorem for the Volumes of High Excursions of Stationary Associated Random Fields

Vadim Demichev, Judith Sarah Olszewski
2015 Statistics, Optimization and Information Computing  
We prove that under certain conditions the excursion sets volumes of stationary positively associated random fields converge after rescaling to the normal distribution as the excursion level and the size of the observation window grow. In addition, we provide a number of examples.
doi:10.19139/137 fatcat:x6gffrggrjgi5dazs352grzz24