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

DOI10.1214/20-EJP508MaRDI QIDQ2201480zbMATH OpenFDO

Authors Jean-Marc Azaïs, José R. León

Publication date 29 September 2020

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

Full work available at URL https://arxiv.org/abs/1905.12342, https://projecteuclid.org/euclid.ejp/1599552020

zbMATH Keywords

momentslevel setsrandom fieldsKac-Rice formula

Mathematics Subject Classification ID

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

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 $D>d$.

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Cited in

(7)

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

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