Gaussian processes, kinematic formulae and Poincaré's limit

DOI10.1214/08-AOP439MaRDI QIDQ838005zbMATH OpenOpenAlexFDO

Authors Jonathan Taylor, Robert J. Adler

Publication date 21 August 2009

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0612580

zbMATH Keywords

geometryGaussian fieldsEuler characteristicexcursion setsintrinsic volumeskinematic formulaePoincaré's limit

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17) Differentiable manifolds, foundations (58A05) Differential geometric aspects in kinematics (53A17)

Abstract: We consider vector valued, unit variance Gaussian processes defined over stratified manifolds and the geometry of their excursion sets. In particular, we develop an explicit formula for the expectation of all the Lipschitz--Killing curvatures of these sets. Whereas our motivation is primarily probabilistic, with statistical applications in the background, this formula has also an interpretation as a version of the classic kinematic fundamental formula of integral geometry. All of these aspects are developed in the paper. Particularly novel is the method of proof, which is based on a an approximation to the canonical Gaussian process on the $n$-sphere. The $noinfty$ limit, which gives the final result, is handled via recent extensions of the classic Poincar'e limit theorem.

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Cited in

(11)

• High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere
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• A Gaussian kinematic formula
• A note on the reduction principle for the nodal length of planar random waves
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• Mini-workshop: Positivity and inequalities in convex and complex geometry. Abstracts from the mini-workshop held October 29 -- November 3, 2023
• Kac-Rice formula for transverse intersections
• Managing information uncertainty in wave height modeling for the offshore structural analysis through random set
• Functional convergence of Berry's nodal lengths: approximate tightness and total disorder
• The volume-of-tube method for Gaussian random fields with inhomogeneous variance
• Fluctuations of the Euler-Poincaré characteristic for random spherical harmonics

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