On the capacity functional of excursion sets of Gaussian random fields on R^2

DOI10.1017/APR.2016.24MaRDI QIDQ2830877zbMATH OpenOpenAlexFDO

Authors Marie Kratz, Werner Nagel

Publication date 1 November 2016

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.7786, https://projecteuclid.org/euclid.aap/1474296311

zbMATH Keywords

capacity functionalcrossingsexcursion setGaussian random fieldsgrowing circle methodRice formulasecond-moment measurestereologystochastic geometrysweeping line method

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Gaussian processes (60G15) Random fields (60G60)

Abstract: When a random field $(X_t,tin{mathbbR}^2)$ is thresholded on a given level $u$, the excursion set is given by its indicator $1_{[u,infty)}(X_t)$. The purpose of this work is to study functionals (as established in stochastic geometry) of these random excursion sets, as e.g. the capacity functional as well as the second moment measure of the boundary length. It extends results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossings theory, in particular Rice methods, and from integral and stochastic geometry.

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(6)

• A note on the higher moments of the Euler characteristic of the excursion sets of random fields
• The geometry of correlation fields with an application to functional connectivity of the brain
• The effect of discretization on the mean geometry of a 2D random field
• On the number of excursion sets of planar Gaussian fields
• Some statistical properties of above-threshold excursions of random processes
• Capacity, energy and potential theory for random fields

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