A note on the higher moments of the Euler characteristic of the excursion sets of random fields (Q1012108)

Let \(X({\mathbf t})\), \({\mathbf t}=(t_1,\dots,t_N)'\in {\mathbb R}^N\) be a homogeneous real-valued random field and \(S\) be a compact subset of \({\mathbb R}^N\). The excursion set of \(X({\mathbf t})\) above the level \(u\) in \(S\) is defined as \[ A_u(X({\mathbf t},S)):=\{{\mathbf t}\in S:~X({\mathbf t})\geq u\}. \] A useful and suitable form of the second moment of the Euler characteristic (EC) of the excursion set of a random field with respect to a special threshold is presented, wich can be used in numerical evaluations of the variance of EC. The authors also present an extension to the higher moments of EC. Finally, a new method of simulating is presented and the results are compared with the three older well known methods of simulation based on the moment estimation and Monte Carlo idea.