Conjunction probability of smooth centered Gaussian processes

DOI10.1007/S40306-019-00351-4zbMATH Open1472.60067arXiv1909.07086OpenAlexW3009826861MaRDI QIDQ2209804FDOQ2209804

Authors: Viet-Hung Pham 

Publication date: 4 November 2020

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Abstract: In this paper we provide an upper bound for the conjunction probability of independent Gaussian smooth processes and then we prove that this bound is a good approximation with exponentially smaller error. Our result confirms the heuristic approximation by Euler characteristic method of Worsley and Friston and also implies the exact value of generalized Pickands constant in a special case. Some results for conjunction probability of correlated processes are also discussed.

Full work available at URL: https://arxiv.org/abs/1909.07086

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zbMATH Keywords

Gaussian processesRice formulaPickands constantEuler characteristic methodconjunction probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Nonparametric statistical resampling methods (62G09)

Cites Work

• Title not available (Why is that?)
• Level Sets and Extrema of Random Processes and Fields
• Validity of the expected Euler characteristic heuristic
• Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
• Extremes of vector-valued Gaussian processes: exact asymptotics
• A Gaussian kinematic formula
• A test for a conjunction
• An approximation to cluster size distribution of two Gaussian random fields conjunction with application to fMRI data
• On the probability of conjunctions of stationary Gaussian processes

Cited In (4)

• On the probability of conjunctions of stationary Gaussian processes
• Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields
• Validity of the expected Euler characteristic heuristic
• Extrema of multi-dimensional Gaussian processes over random intervals

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