Surfaces aléatoires. Mesure géométrique des ensembles de niveau

DOI10.1007/BFB0075073zbMath0573.60017MaRDI QIDQ1063314

Mario Wschebor

Publication date: 1985

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Rice formulageometrical measure of level setslocal times of the Wiener process

Mathematics Subject Classification ID

Random fields (60G60) Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Local time and additive functionals (60J55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (13)

Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories) ⋮ Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process ⋮ Conditions for the finiteness of the moments of the volume of level sets ⋮ Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes ⋮ On the finiteness of the moments of the measure of level sets of random fields ⋮ On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields ⋮ Projections on spherical cones, maximum of Gaussian fields and Rice's method. ⋮ Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields ⋮ Statistics on crossings of discretized diffusions and local time ⋮ Smoothing and occupation measures of stochastic processes ⋮ A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail ⋮ Testing marginal symmetry of digital noise images through the perimeter of excursion sets ⋮ Estimation of local anisotropy based on level sets

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