MATHEMATICAL ENGINEERING TECHNICAL REPORTS Validity of the expected Euler characteristic heuristic

Abstract

We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered, unit variance Gaussian process f . Using a point process representation of the error, valid for arbitrary smooth processes, we show that the error is in general exponentially smaller than any terms in the approximation. We also… (More)

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Cite this paper

@inproceedings{Taylor2003MATHEMATICALET, title={MATHEMATICAL ENGINEERING TECHNICAL REPORTS Validity of the expected Euler characteristic heuristic}, author={Jonathan E. Taylor and Akimichi Takemura and Robert J. Adler}, year={2003} }