Conditions for the finiteness of the moments of the volume of level sets

DOI10.1214/19-ECP214MaRDI QIDQ2631812zbMATH OpenOpenAlexFDO

Authors Diego Armentano, Jean-Marc Azaïs, D. Ginsbourger, José R. León

Publication date 16 May 2019

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

Full work available at URL https://arxiv.org/abs/1811.01787, https://projecteuclid.org/euclid.ecp/1553220033

zbMATH Keywords

Crofton formulaGaussian fieldsKac-Rice formulanodal sets

Mathematics Subject Classification ID

Primitive groups (20B15) Geometric probability and stochastic geometry (60D05) Gaussian processes (60G15) Random fields (60G60)

Abstract: Let X(t) be a Gaussian random field R d $ightarrow$ R. Using the notion of (d -- 1)-integral geometric measures, we establish a relation between (a) the volume of the level set (b) the number of crossings of the restriction of the random field to a line. Using this relation we prove the equivalence between the finiteness of the expectation and the finiteness of the second spectral moment matrix. Sufficient conditions for finiteness of higher moments are also established.

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Cites work

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• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3280855 (Why is no real title available?)
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Cited in

(7)

• On the distribution of the maximum of a Gaussian field with \(d\) parameters
• Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets
• On the absolute continuity of random nodal volumes
• On the finiteness of the moments of the measure of level sets of random fields
• Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
• On the structural dimension of sliced inverse regression
• Multijet bundles and application to the finiteness of moments for zeros of Gaussian fields

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