Level Sets and Extrema of Random Processes and Fields

DOI10.1002/9780470434642zbMath1168.60002OpenAlexW577213760MaRDI QIDQ3611752

Publication date: 3 March 2009

Full work available at URL: https://doi.org/10.1002/9780470434642

random fields level sets Rice formula extrema of random fields

Random fields (60G60) Random fields; image analysis (62M40) Geometric probability and stochastic geometry (60D05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items

Variance of the number of zeros of dependent Gaussian trigonometric polynomials ⋮ Sojourn functionals for spatiotemporal Gaussian random fields with long memory ⋮ Sharp complexity asymptotics and topological trivialization for the (p, k) spiked tensor model ⋮ Real zeros of random trigonometric polynomials with dependent coefficients ⋮ Length of stationary Gaussian excursions ⋮ On 3-dimensional Berry's model ⋮ Extrapolation of stationary random fields via level sets ⋮ On the tail asymptotics of supremum of stationary χ-processes with random trend ⋮ Fluctuations of nodal sets on the 3-torus and general cancellation phenomena ⋮ The expected nodal volume of non-Gaussian random band-limited functions, and their doubling index ⋮ Lipschitz-Killing curvatures for arithmetic random waves ⋮ On the persistent homology of almost surely \(C^0\) stochastic processes ⋮ Kac-Rice formulas and the number of solutions of parametrized systems of polynomial equations ⋮ Singularities of Gaussian random maps into the plane ⋮ New directions in real algebraic geometry. Abstracts from the workshop held March 19--24, 2023 ⋮ Editorial introduction: special issue on Gaussian queues ⋮ The ground state energy and concentration of complexity in spherical bipartite models ⋮ Rates of convergence for the number of zeros of random trigonometric polynomials ⋮ Beltrami fields exhibit knots and chaos almost surely ⋮ Asymptotic nodal length and log-integrability of toral eigenfunctions ⋮ Efficient computation of the zeros of the Bargmann transform under additive white noise ⋮ Erratum to: ``Existence of an unbounded nodal hypersurface for smooth Gaussian fields in dimension \(d \geq 3\) ⋮ Limit cycle enumeration in random vector fields ⋮ Cumulants asymptotics for the zeros counting measure of real Gaussian processes ⋮ Landscape complexity beyond invariance and the elastic manifold ⋮ The phase transition for planar Gaussian percolation models without FKG ⋮ Sobolev regularity of Gaussian random fields ⋮ Local repulsion of planar Gaussian critical points ⋮ Winding number for stationary Gaussian processes using real variables ⋮ A Bayesian approach for consistent reconstruction of inclusions ⋮ On the finiteness of the moments of the measure of level sets of random fields ⋮ Counting Zeros of Random Functions ⋮ Universality of the minimum modulus for random trigonometric polynomials ⋮ On convergence of volume of level sets of stationary smooth Gaussian fields ⋮ Smooth Gaussian fields and percolation ⋮ Critical point asymptotics for Gaussian random waves with densities of any Sobolev regularity ⋮ Variance of the volume of random real algebraic submanifolds II ⋮ Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields ⋮ Matrix Hermite polynomials, random determinants and the geometry of Gaussian fields ⋮ Inradius of random lemniscates ⋮ Asymptotic distribution of nodal intersections for ARW against a surface ⋮ Direction distribution for nodal components of random band-limited functions on surfaces ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments ⋮ The distribution of a functional of the Wiener process and its application to the Brownian sheet ⋮ Extremes of Gaussian processes with a smooth random trend ⋮ Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields ⋮ Excursion probability of certain non-centered smooth Gaussian random fields ⋮ Asymptotic variance and CLT for the number of zeros of Kostlan Shub Smale random polynomials ⋮ Unnamed Item ⋮ Expected number of nodal components for cut‐off fractional Gaussian fields ⋮ A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data ⋮ A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS ⋮ Uniform tail approximation of homogenous functionals of Gaussian fields ⋮ The SgenoLasso and its cousins for selective genotyping and extreme sampling: application to association studies and genomic selection ⋮ Random Spectrahedra ⋮ Nodal deficiency of random spherical harmonics in presence of boundary ⋮ Unnamed Item ⋮ On stochastic processes for quantitative trait locus mapping under selective genotyping ⋮ Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet ⋮ Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets ⋮ On the variance of the nodal volume of arithmetic random waves ⋮ The tail process and tail measure of continuous time regularly varying stochastic processes ⋮ Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate ⋮ Moderate deviation for random elliptic PDE with small noise ⋮ On the perimeter of excursion sets of shot noise random fields ⋮ Extremes of Gaussian fields with a smooth random variance ⋮ A quantitative central limit theorem for the Euler-Poincaré characteristic of random spherical eigenfunctions ⋮ Zeros of Gaussian Weyl-Heisenberg functions and hyperuniformity of charge ⋮ Extremes of a class of nonhomogeneous Gaussian random fields ⋮ Monochromaticity of orientation maps in V1 implies minimum variance for hypercolumn size ⋮ Orientation maps in V1 and non-Euclidean geometry ⋮ Extremes of threshold-dependent Gaussian processes ⋮ Volume distribution of nodal domains of random band-limited functions ⋮ A stochastic Gauss-Bonnet-Chern formula ⋮ The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments ⋮ Extremal behavior of hitting a cone by correlated Brownian motion with drift ⋮ Fluctuations of the number of excursion sets of planar Gaussian fields ⋮ Distribution of the integral of maximum processes and applications ⋮ Asymptotic behaviour of high Gaussian minima ⋮ Number of critical points of a Gaussian random field: condition for a finite variance ⋮ Boundary crossing probabilities for \((q,d)\)-Slepian-processes ⋮ Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems ⋮ Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices ⋮ Variation of the Nazarov-Sodin constant for random plane waves and arithmetic random waves ⋮ Nodal set of monochromatic waves satisfying the random wave model ⋮ On the distribution of the critical values of random spherical harmonics ⋮ The restricted isometry property for time-frequency structured random matrices ⋮ Random systems of polynomial equations. The expected number of roots under smooth analysis ⋮ Is the location of the supremum of a stationary process nearly uniformly distributed? ⋮ Extremes of Gaussian random fields with regularly varying dependence structure ⋮ Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds ⋮ On local times, density estimation and supervised classification from functional data ⋮ Crossings of second-order response processes subjected to LMA loadings ⋮ Fluctuations of the total number of critical points of random spherical harmonics ⋮ On statistical inference for selective genotyping ⋮ Crossings of smooth shot noise processes ⋮ Sojourn measures of Student and Fisher-Snedecor random fields ⋮ On asymptotic constants in the theory of extremes for Gaussian processes ⋮ Additive covariance kernels for high-dimensional Gaussian process modeling ⋮ Gaussian process modeling with inequality constraints ⋮ Restricted isometries for partial random circulant matrices ⋮ Slepian noise approach for Gaussian and Laplace moving average processes ⋮ Infinite-dimensional degree theory and stochastic analysis ⋮ Higher order density approximations for solutions to estimating equations ⋮ Multivariate spline analysis for multiplicative models: estimation, testing and application to climate change ⋮ A Rice method proof of the null-space property over the Grassmannian ⋮ Tail approximations of integrals of Gaussian random fields ⋮ Functional central limit theorem for excursion set volumes of quasi-associated random fields ⋮ Chord-length distribution functions and Rice formulae. Application to random media ⋮ Efficient Monte Carlo for high excursions of Gaussian random fields ⋮ Rice formulae and Gaussian waves ⋮ Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes ⋮ Bayesian methods for the shape invariant model ⋮ Level curves crossings and applications for Gaussian models ⋮ A numerical algorithm for zero counting. III: Randomization and condition ⋮ Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields ⋮ On the asymptotic robustness of the likelihood ratio test in quantitative trait locus detection ⋮ The tail of the maximum of smooth Gaussian fields on fractal sets ⋮ On probability of high extremes of Gaussian fields with a smooth random trend ⋮ An asymptotic test for quantitative trait locus detection in presence of missing genotypes ⋮ Level-crossing intensity for the density of the image of Lebesgue measure under the action of a Brownian stochastic flow ⋮ Free energy and complexity of spherical bipartite models ⋮ The unavoidable condition\dots A report on the book. Book review of: P. Bürgisser and F. Cucker, Condition. The geometry of numerical algorithms ⋮ Estimating the probability that a multidimensional random process reaches the boundary of a region ⋮ A reduction principle for the critical values of random spherical harmonics ⋮ Nodal intersections for random waves on the 3-dimensional torus ⋮ Manifolds pinned by a high-dimensional random landscape: Hessian at the global energy minimum ⋮ Percolation of random nodal lines ⋮ Scaling of harmonic oscillator eigenfunctions and their nodal sets around the caustic ⋮ Discretisation schemes for level sets of planar Gaussian fields ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds ⋮ Variance of real zeros of random orthogonal polynomials ⋮ Nodal intersections for random waves against a segment on the 3-dimensional torus ⋮ Functional central limit theorem for the volume of excursion sets generated by associated random fields ⋮ Level sets of random fields and applications: specular points and wave crests ⋮ Exact asymptotics of component-wise extrema of two-dimensional Brownian motion ⋮ Exponential number of equilibria and depinning threshold for a directed polymer in a random potential ⋮ Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields ⋮ Talagrand's inequality in planar Gaussian field percolation ⋮ Zeros of smooth stationary Gaussian processes ⋮ No repulsion between critical points for planar Gaussian random fields ⋮ Mapping input noise to escape noise in integrate-and-fire neurons: a level-crossing approach ⋮ Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve ⋮ Testing marginal symmetry of digital noise images through the perimeter of excursion sets ⋮ Variations on Salem-Zygmund results for random trigonometric polynomials: application to almost sure nodal asymptotics ⋮ Estimation of local anisotropy based on level sets ⋮ The effect of discretization on the mean geometry of a 2D random field ⋮ Roots of Kostlan polynomials: moments, strong law of large numbers and central limit theorem ⋮ Russo-Seymour-Welsh estimates for the Kostlan ensemble of random polynomials ⋮ Restriction of 3D arithmetic Laplace eigenfunctions to a plane ⋮ Quantitative two-scale stabilization on the Poisson space ⋮ Variance linearity for real Gaussian zeros ⋮ Existence of an unbounded nodal hypersurface for smooth Gaussian fields in dimension \(d\geq 3\) ⋮ Estimating the conditional distribution in functional regression problems ⋮ Local maxima of white noise spectrograms and Gaussian entire functions ⋮ Almost-sure asymptotics for Riemannian random waves ⋮ Expected volume and Euler characteristic of random submanifolds ⋮ Kac-Rice formula for transverse intersections ⋮ High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere ⋮ A central limit theorem for the Euler integral of a Gaussian random field ⋮ Nodal intersections of random eigenfunctions against a segment on the 2-dimensional torus ⋮ On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes ⋮ Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields ⋮ Extremes of Gaussian processes with smooth random expectation and smooth random variance ⋮ Conditions for the finiteness of the moments of the volume of level sets ⋮ Sensitivity Analysis Based on Cramér--von Mises Distance ⋮ Chi-square processes for gene mapping in a population with family structure ⋮ Regularity of the sample paths of a general second order random field ⋮ Random trigonometric polynomials: universality and non-universality of the variance for the number of real roots ⋮ A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions ⋮ Sample Path Asymmetries in Non-Gaussian Random Processes ⋮ A CLT concerning critical points of random functions on a Euclidean space ⋮ Likelihood ratio test process for quantitative trait locus detection ⋮ Points on nodal lines with given direction ⋮ A second moment bound for critical points of planar Gaussian fields in shrinking height windows ⋮ Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ Personalized optimization with user's feedback ⋮ The critical threshold for Bargmann-Fock percolation ⋮ The asymptotic equivalence of the sample trispectrum and the nodal length for random spherical harmonics ⋮ The sharp phase transition for level set percolation of smooth planar Gaussian fields ⋮ Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes ⋮ Asymptotic distribution of nodal intersections for arithmetic random waves ⋮ Limit Theorems for Excursion Sets of Stationary Random Fields ⋮ New asymptotics for the mean number of zeros of random trigonometric polynomials with strongly dependent Gaussian coefficients ⋮ Boundary effect on the nodal length for arithmetic random waves, and spectral semi-correlations ⋮ Poincaré-Birkhoff Theorems in random dynamics ⋮ Invariant Gaussian fields on homogeneous spaces: explicit constructions and mean nodal volume ⋮ The Gauss-Bonnet-Chern theorem: A probabilistic perspective ⋮ Asymptotic normality of high level-large time crossings of a Gaussian process ⋮ Nodal statistics of planar random waves ⋮ Reduction principle for functionals of vector random fields ⋮ Extremes of vector-valued Gaussian processes ⋮ Local universality for zeros and critical points of monochromatic random waves ⋮ Adapting to unknown noise level in sparse deconvolution ⋮ Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets ⋮ Smoothness and monotonicity of the excursion set density of planar Gaussian fields ⋮ Bargmann-Fock percolation is noise sensitive ⋮ Nodal lengths in shrinking domains for random eigenfunctions on \(S^2\) ⋮ Complexity of random smooth functions on the high-dimensional sphere ⋮ Small scale CLTs for the nodal length of monochromatic waves ⋮ Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints ⋮ Conjunction probability of smooth centered Gaussian processes ⋮ On the number of excursion sets of planar Gaussian fields ⋮ On the expected number of zeros of nonlinear equations ⋮ On the absolute continuity of random nodal volumes ⋮ A covariance formula for topological events of smooth Gaussian fields ⋮ Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing ⋮ Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region ⋮ On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes ⋮ Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval ⋮ Mean conservation of nodal volume and connectivity measures for Gaussian ensembles ⋮ On the density of the supremum of the solution to the linear stochastic heat equation ⋮ On the existence of paths between points in high level excursion sets of Gaussian random fields ⋮ A quantitative central limit theorem for the excursion area of random spherical harmonics over subdomains of S2 ⋮ Hessian spectrum at the global minimum of high-dimensional random landscapes ⋮ Kac–Rice fixed point analysis for single- and multi-layered complex systems ⋮ Tangent nodal sets for random spherical harmonics ⋮ Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates ⋮ Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures ⋮ Topology trivialization transition in random non-gradient autonomous ODEs on a sphere ⋮ On the expected Betti numbers of the nodal set of random fields ⋮ Modeling and fitting of three-dimensional mineral microstructures by multinary random fields ⋮ Random Matrices and Complexity of Spin Glasses ⋮ Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \) ⋮ On empirical processes for quantitative trait locus mapping under the presence of a selective genotyping and an interference phenomenon ⋮ Double extreme on joint sets for Gaussian random fields ⋮ Slope distribution in front-back asymmetric stochastic Lagrange time waves ⋮ Testing Gaussian process with applications to super-resolution ⋮ Uniformly efficient simulation for extremes of Gaussian random fields ⋮ A Functional Limit Theorem for the Integrals over Level Sets of a Gaussian Random Field ⋮ Horseshoe-like patterns in first-order 3D random Gauss-Lagrange waves with directional spreading ⋮ Universality of the nodal length of bivariate random trigonometric polynomials ⋮ Asymptotic variance of the number of real roots of random polynomial systems ⋮ On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields ⋮ Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process ⋮ Computation of the distribution of the maximum of stationary Gaussian processes ⋮ On quantitative trait locus mapping with an interference phenomenon ⋮ Discretization error for the maximum of a Gaussian field ⋮ A simple inequality for the variance of the number of zeros of a differentiable Gaussian stationary process ⋮ Massive Excursions of Gaussian Isotropic Fields. Method of Moments ⋮ Real zeroes of random analytic functions associated with geometries of constant curvature ⋮ Real roots near the unit circle of random polynomials ⋮ Critical points of multidimensional random Fourier series: Variance estimates ⋮ Fluctuations of the Euler-Poincaré characteristic for random spherical harmonics ⋮ Stochastic Asymmetry Properties of 3D Gauss-Lagrange Ocean Waves with Directional Spreading ⋮ Non universality for the variance of the number of real roots of random trigonometric polynomials ⋮ Random fields and the enumerative geometry of lines on real and complex hypersurfaces ⋮ Phase singularities in complex arithmetic random waves ⋮ Extremes of spherical fractional Brownian motion ⋮ Maximum likelihood estimation for Gaussian processes under inequality constraints ⋮ A supermartingale approach to Gaussian process based sequential design of experiments ⋮ Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes ⋮ Nodal intersections for arithmetic random waves against a surface ⋮ Variance of the volume of random real algebraic submanifolds ⋮ Quasi-independence for nodal lines ⋮ A note on global suprema of band-limited spherical random functions ⋮ Rice formula for processes with jumps and applications ⋮ Unnamed Item ⋮ On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields

Uses Software

This page was built for publication: Level Sets and Extrema of Random Processes and Fields