Dan Cheng

activity

20152026

most citedOn the Explicit Height Distribution and Expected Number of Local Maxima of Isotropic Gaussian Random Fields

16 citations · 17 across the 7 of their papers we have counts for

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Showing 2023 · math.PRShow all

3 papers · 2 filters

math.PR2023

The expected Euler characteristic approximation to excursion probabilities of smooth Gaussian random fields with general variance functions

Dan Cheng

Consider a centered smooth Gaussian random field ${X (t), t \in T}$ with a general (nonconstant) variance function. In this work, we demonstrate that as $u \to \infty$ , the excurs…

math.PR2023

Smooth Matérn Gaussian Random Fields: Euler Characteristic, Expected Number and Height Distribution of Critical Points

Dan Cheng

This paper studies Gaussian random fields with Matérn covariance functions with smooth parameter $ν > 2$ . Two cases of parameter spaces, the Euclidean space and $N$ -dimensional spher…

math.PR2023

On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends

Dan Cheng

We present exact formulas for both the expected number and the height distribution of local maxima (peaks) in two distinct categories of smooth, non-centered Gaussian fields: (i) n…