A Gaussian kinematic formula

Abstract: In this paper we consider probabilistic analogues of some classical integral geometric formulae: Weyl--Steiner tube formulae and the Chern--Federer kinematic fundamental formula. The probabilistic building blocks are smooth, real-valued random fields built up from i.i.d. copies of centered, unit-variance smooth Gaussian fields on a manifold

M

. Specifically, we consider random fields of the form

f_{p} = F (y_{1} (p), ..., y_{k} (p))

for

F i n C^{2} (m a t h b b R^{k}; m a t h b b R)

and

(y_{1}, ..., y_{k})

a vector of

C^{2}

i.i.d. centered, unit-variance Gaussian fields. The analogue of the Weyl--Steiner formula for such Gaussian-related fields involves a power series expansion for the Gaussian, rather than Lebesgue, volume of tubes: that is, power series expansions related to the marginal distribution of the field

f

. The formal expansions of the Gaussian volume of a tube are of independent geometric interest. As in the classical Weyl--Steiner formulae, the coefficients in these expansions show up in a kinematic formula for the expected Euler characteristic,

c h i

, of the excursion sets

M c a p f^{- 1} [u, + i n f t y) = M c a p y^{- 1} (F^{- 1} [u, + i n f t y))

of the field

f

. The motivation for studying the expected Euler characteristic comes from the well-known approximation

m a t h b b P [s u p_{p i n M} f (p) g e q u] s i m e q m a t h b b E [c h i (f^{- 1} [u, + i n f t y))]

.

Review text

Given a \(C^2\), centered, unit-variance Gaussian process \(y\) on a manifold \(M\) and \(F \in C^2(R^k;R)\). The author considers the field \(f_p = F(y_1(p),\dots,y_k(p))\) where the fields \(y_i\) are iid copies of \(y\). He studies the expected Euler characteristic \(\chi\) of the excursions \(f^{-1}[u,\infty) \subset M\) motivated by the approximation \(P(\sup_{p \in M} f(p) \geq u)\simeq E\chi (f^{-1}[u,\infty))\). The main result, Theorem 4.1, is a Gaussian analogue of the Chern-Federer kinematic fundamental formula and states a formal series expansion for the RHS.

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