Gaussian processes, kinematic formulae and Poincaré's limit

DOI10.1214/08-AOP439zbMATH Open1172.60006arXivmath/0612580OpenAlexW3101903889MaRDI QIDQ838005FDOQ838005

Robert J. Adler, Jonathan Taylor

Publication date: 21 August 2009

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

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.

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)

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Cited In (8)

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

   Recommendations

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• Topological complexity of smooth random functions. École d'Été de Probabilités de Saint-Flour XXXIX-2009. 👍 👎
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• Random Fields and Geometry 👍 👎
• Fluctuations of the Euler-Poincaré characteristic for random spherical harmonics 👍 👎

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