Central limit theorems for the excursion set volumes of weakly dependent random fields

Alexander Bulinski, Evgeny Spodarev, Florian Timmermann

Published 2010-05-04, updated 2012-03-01Version 2

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the covariance matrix of the limiting distribution are provided. A statistical version of the CLT is considered as well. Some numerical results are also discussed.