On the existence of paths between points in high level excursion sets of Gaussian random fields (Q2450247): Difference between revisions

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On the existence of paths between points in high level excursion sets of Gaussian random fields
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    On the existence of paths between points in high level excursion sets of Gaussian random fields (English)
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    19 May 2014
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    Let \(X(t)\), \(t\in\mathbb{R}^d\), be a real-valued sample continuous Gaussian random field. Given a level \(u\), the excursion set of \(X\) above the level \(u\) is the random set \(A_u= \{t\in\mathbb{R}^d: X(t)> u\}\). The authors study the following question: Given that two points in \(\mathbb{R}^d\) belong to the excursion set, what is the probability that they belong to the same path-connected component of the excursion set?
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    Gaussian random fields
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    excursion sets
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    large deviations
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    excedence probabilities
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    connected component
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    optimal path
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    energy of measures
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