Rice formulae and Gaussian waves

DOI10.3150/10-BEJ265zbMATH Open1284.60083arXiv1102.0389MaRDI QIDQ637096FDOQ637096

Authors: Jean-Marc Azaïs, Mario Wschebor, José R. León 

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We use Rice formulae in order to compute the moments of some level functionals which are linked to problems in oceanography and optics: the number of specular points in one and two dimensions, the distribution of the normal angle of level curves and the number of dislocations in random wavefronts. We compute expectations and, in some cases, also second moments of such functionals. Moments of order greater than one are more involved, but one needs them whenever one wants to perform statistical inference on some parameters in the model or to test the model itself. In some cases, we are able to use these computations to obtain a central limit theorem.

Full work available at URL: https://arxiv.org/abs/1102.0389

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zbMATH Keywords

dislocations of wavefrontsrandom seasRice formulaespecular points

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Signal detection and filtering (aspects of stochastic processes) (60G35) Moment problems (44A60)

Cites Work

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• The central limit theorem for dependent random variables
• Level Sets and Extrema of Random Processes and Fields
• Phase singularities in isotropic random waves
• A central limit theorem for the number of zeros of a stationary Gaussian process
• Central limit theorem for wave-functionals of Gaussian processes
• Geometrical characteristics of Gaussian sea waves
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Cited In (12)

• Landmarks for Neurogeometry
• Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
• Phase singularities in complex arithmetic random waves
• Monochromaticity of orientation maps in V1 implies minimum variance for hypercolumn size
• Orientation maps in V1 and non-Euclidean geometry
• Rice formulas and Gaussian waves. II
• Numerical methods for hyperbolic SPDEs: a Wiener chaos approach
• Rice formula for processes with jumps and applications
• Invariant Gaussian fields on homogeneous spaces: explicit constructions and mean nodal volume
• On 3-dimensional Berry's model
• Restriction of 3D arithmetic Laplace eigenfunctions to a plane
• Title not available (Why is that?)

Uses Software

• WAFO

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