On the existence of paths between points in high level excursion sets of Gaussian random fields (Q2450247)
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| Language | Label | Description | Also known as |
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| English | 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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