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

DOI10.1214/19-ECP214zbMATH Open1412.60057arXiv1811.01787OpenAlexW2964244876MaRDI QIDQ2631812FDOQ2631812

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)

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.

Full work available at URL: https://arxiv.org/abs/1811.01787

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zbMATH Keywords

Gaussian fieldsKac-Rice formulanodal setsCrofton formula

Mathematics Subject Classification ID

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

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Cited In (5)

• 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 distribution of the maximum of a Gaussian field with \(d\) parameters
• On the absolute continuity of random nodal volumes
• Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets

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