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Number of critical points of a Gaussian random field: Condition for a finite variance

Abstract : We study the number of points where the gradient of a stationary Gaussian random field restricted to a compact set in $\mathbb{R}^d$ takes a fixed value. We extend to higher dimensions the Geman condition, a sufficient condition on the covariance function under which the variance of this random variable is finite.
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https://hal.archives-ouvertes.fr/hal-01374125
Contributor : Julie Fournier <>
Submitted on : Thursday, September 29, 2016 - 5:39:15 PM
Last modification on : Friday, April 10, 2020 - 5:17:59 PM

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Anne Estrade, Julie Fournier. Number of critical points of a Gaussian random field: Condition for a finite variance. Statistics and Probability Letters, Elsevier, 2016, 118, pp.94-99. ⟨10.1016/j.spl.2016.06.018⟩. ⟨hal-01374125⟩

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