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

Abstract

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on 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.