On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R2
نویسندگان
چکیده
When a random field (Xt, t ∈ R2) is thresholded on a given level u, the excursion set is given by its indicator 1[u,∞)(Xt). The purpose of this work is to study functionals (as established in stochastic geometry) of these random excursion sets, as e.g. the capacity functional as well as the second moment measure of the boundary length. It extends results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossings theory, in particular Rice methods, and from integral and stochastic geometry.
منابع مشابه
Limit theorems for excursion sets of stationary random fields
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi–, positively or negatively) associated random fields with stochastically continuous realizations for a fixed excursion level. This class includes in particular Gaussian, P...
متن کاملCLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion sets/sojourn times ( see [4, 13, 14, 18, 22, 25] for a sample of works in such settings). The most recent addition being [6] where a central limit theorem (CLT)...
متن کاملHigh Level Excursion Set Geometry for Non-gaussian Infinitely Divisible Random Fields
over high levels u. For a large class of such random fields we compute the u → ∞ asymptotic joint distribution of the numbers of critical points, of various types, of X in Au, conditional on Au being non-empty. This allows us, for example, to obtain the asymptotic conditional distribution of the Euler characteristic of the excursion set. In a significant departure from the Gaussian situation, t...
متن کاملExcursion Sets of Stable Random Fields 3
Studying the geometry generated by Gaussian and Gaussianrelated random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this paper we look at three classes of stable random fields, and obtain asymptotic formulae for the mean values of various geometric characteristics of their excursio...
متن کاملCentral limit theorems for the excursion sets volumes of weakly dependent random fields
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi–associated random fields on R 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. AMS 2000 subject ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2017