On the existence of paths between points in high level excursion sets of Gaussian random fields (Q2450247)
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scientific article; zbMATH DE number 6296589
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| English | On the existence of paths between points in high level excursion sets of Gaussian random fields |
scientific article; zbMATH DE number 6296589 |
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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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0.7992522716522217
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0.7982555627822876
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0.7886694669723511
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0.7886433005332947
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0.7790045142173767
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