Excursion probability of certain non-centered smooth Gaussian random fields

DOI10.1016/j.spa.2015.10.003zbMath1334.60086arXiv1502.04414OpenAlexW1752596790WikidataQ57433117 ScholiaQ57433117MaRDI QIDQ5962611

Dan Cheng

Publication date: 15 February 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.04414

zbMATH Keywords

sphereEuler characteristicrectangleexcursion probabilitysmooth Gaussian random fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Strictly and non-strictly positive definite functions on spheres
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• Euler characteristics for Gaussian fields on manifolds
• Asymptotic expansions for the distribution of the maximum of Gaussian random fields
• On excursion sets, tube formulas and maxima of random fields.
• Extremes of a certain class of Gaussian processes
• Distribution of the height of local maxima of Gaussian random fields
• Tail probabilities of the maxima of Gaussian random fields
• Validity of the expected Euler characteristic heuristic
• Positive definite functions on spheres
• Asymptotic Approximations of Integrals
• Level Sets and Extrema of Random Processes and Fields
• Random Fields and Geometry
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