On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R² - ESSEC Business School
Pré-Publication, Document De Travail Année : 2014

On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²

Résumé

When a random field (Xt; t 2 R2) is thresholded on a given level u, the excursion set is given by its indicator 1[u;1)(Xt). The purpose of this work is to study functionals (as established in stochastic geometry) of these random excursion sets, as e.g. the capacity functional as well as the second moment measure of the boundary length. It extends results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossings theory, in particular Rice methods, and from integral and stochastic geometry.
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Dates et versions

hal-01085072 , version 1 (20-11-2014)

Identifiants

  • HAL Id : hal-01085072 , version 1

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Marie Kratz, Werner Nagel. On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R². 2014. ⟨hal-01085072⟩
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