Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields

Abstract: We study fine properties of the convergence of a high intensity shot noise field towards the Gaussian field with the same covariance structure. In particular we (i) establish a strong invariance principle, i.e. a quantitative coupling between a high intensity shot noise field and the Gaussian limit such that they are uniformly close on large domains with high probability, and (ii) use this to derive an asymptotic expansion for the critical level above which the excursion sets of the shot noise field percolate.