The expected Euler characteristic approximation to excursion probabilities of Gaussian vector fields

DOI10.1214/24-AAP2102MaRDI QIDQ7034147zbMATH OpenFDO

Authors Dan Cheng, Y. Xiao

Publication date 31 January 2025

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

zbMATH Keywords

Euler characteristicexcursion probabilityGaussian vector fields

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 846847 (Why is no real title available?)
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• On excursion sets, tube formulas and maxima of random fields.
• On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes
• Random Fields and Geometry
• Tail asymptotics for the extremes of bivariate Gaussian random fields
• The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
• The multivariate normal distribution
• Validity of the expected Euler characteristic heuristic

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