4.1 Article

EXCURSION SETS OF THREE CLASSES OF STABLE RANDOM FIELDS

期刊

ADVANCES IN APPLIED PROBABILITY
卷 42, 期 2, 页码 293-318

出版社

APPLIED PROBABILITY TRUST
DOI: 10.1239/aap/1275055229

关键词

Stable random field; harmonisable field; excursion set; Euler characteristic; intrinsic volume; geometry

资金

  1. US-Israel Binational Science Foundation [2008262]
  2. NSF [DMS-0852227, DMS-0405970, 0852227, 0906801]
  3. NSA [MSPF-05G-049]
  4. ARO [W911NF-07-1-0078]
  5. Natural Sciences and Engineering Research Council of Canada
  6. Direct For Mathematical & Physical Scien
  7. Division Of Mathematical Sciences [0852227] Funding Source: National Science Foundation
  8. Direct For Mathematical & Physical Scien
  9. Division Of Mathematical Sciences [0906801] Funding Source: National Science Foundation

向作者/读者索取更多资源

Studying the geometry generated by Gaussian and Gaussian-related random fields via their excursion sets is now a well-developed and well-understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this paper we look at three classes of stable random fields, and obtain asymptotic formulae for the mean values of various geometric characteristics of their excursion sets over high levels. While the formulae are asymptotic, they contain enough information to show that not only do stable random fields exhibit geometric behaviour very different from that of Gaussian fields, but they also differ significantly among themselves.

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