On a general Kac-Rice formula for the measure of a level set

arXiv2304.07424MaRDI QIDQ6433150FDOQ6433150

Authors: Diego Armentano, Jean-Marc Azaïs, José R. León 

Publication date: 14 April 2023

Abstract: Let $X(cdot)$ be a random field $mathbb{R}^{D}omathbb{R}^d$, $Dgeqd$. We first studied the level set $X^{-1}(u)$, $uin{R}^d$. In particular we gave a weak condition for this level set to be rectifiable. Then, we established a Kac-Rice formula to compute the $D-d$ Hausdorff measure. Our results extend known results, particularly in the non-Gaussian case where we obtained a very general result. We conclude with several extensions and examples of application, including functions of Gaussian random field, zeroes of the likelihood, gravitational microlensing, shot-noise.

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