scholarly journals Excursion sets and non-Gaussian void statistics

2011 ◽  
Vol 83 (2) ◽  
Author(s):  
Guido D’Amico ◽  
Marcello Musso ◽  
Jorge Noreña ◽  
Aseem Paranjape
Keyword(s):  
2020 ◽  
Vol 24 ◽  
pp. 252-274
Author(s):  
Elena Di Bernardino ◽  
Anne Estrade ◽  
Maurizia Rossi

We investigate Lipschitz-Killing curvatures for excursion sets of random fields on ℝ2 under a very specific perturbation, namely a small spatial-invariant random perturbation with zero mean. An expansion formula for mean curvatures is derived when the magnitude of the perturbation vanishes, which recovers the Gaussian Kinematic Formula at the limit by contiguity of the model. We develop an asymptotic study of the perturbed excursion area behaviour that leads to a quantitative non-Gaussian limit theorem, in Wasserstein distance, for fixed small perturbations and growing domain. When letting both the perturbation vanish and the domain grow, a standard Central Limit Theorem follows. Taking advantage of these results, we propose an estimator for the perturbation variance which turns out to be asymptotically normal and unbiased, allowing to make inference through sparse information on the field.


2010 ◽  
Vol 42 (2) ◽  
pp. 293-318 ◽  
Author(s):  
Robert J. Adler ◽  
Gennady Samorodnitsky ◽  
Jonathan E. Taylor

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.


2010 ◽  
Vol 42 (02) ◽  
pp. 293-318 ◽  
Author(s):  
Robert J. Adler ◽  
Gennady Samorodnitsky ◽  
Jonathan E. Taylor

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.


2012 ◽  
Vol 71 (17) ◽  
pp. 1541-1555
Author(s):  
V. A. Baranov ◽  
S. V. Baranov ◽  
A. V. Nozdrachev ◽  
A. A. Rogov

2013 ◽  
Vol 72 (11) ◽  
pp. 1029-1038
Author(s):  
M. Yu. Konyshev ◽  
S. V. Shinakov ◽  
A. V. Pankratov ◽  
S. V. Baranov

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