Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets

DOI10.1214/20-EJP508zbMATH Open1459.60080arXiv1905.12342MaRDI QIDQ2201480FDOQ2201480

José R. León, Jean-Marc Azaïs

Publication date: 29 September 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: For a smooth vectorial stationary Gaussian random field $X:Omegaimesmathbb{R}^{d}omathbb{R}^d$, we give necessary and sufficient conditions to have a finite second moment for the number of roots of $X(t)-u$. The results are obtained by using a method of proof inspired on the one obtained by D. Geman for stationary Gaussian processes long time ago. Afterwards the same method is applied to the number of critical points of a scalar random field and also to the level set of a vectorial process $X:Omegaimesmathbb{R}^{D}omathbb{R}^d$ with $D>d$.

Full work available at URL: https://arxiv.org/abs/1905.12342

zbMATH Keywords

momentslevel setsrandom fieldsKac-Rice formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

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Cited In (5)

• On the finiteness of the moments of the measure of level sets of random fields
• Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices
• Conditions for the finiteness of the moments of the volume of level sets
• On 3-dimensional Berry's model
• Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems

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