Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds

DOI10.1007/s10687-016-0271-3zbMath1375.60078arXiv1504.08047OpenAlexW2168324656MaRDI QIDQ1675711

Dan Cheng

Publication date: 2 November 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.08047

zbMATH Keywords

Euler characteristicRiemannian manifoldsGaussian fieldsexcursion probabilityPickands' constantisotropic random fieldlocally isotropic random field

Mathematics Subject Classification ID

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

Related Items (6)

Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability ⋮ Extremes of threshold-dependent Gaussian processes ⋮ Extremal behavior of hitting a cone by correlated Brownian motion with drift ⋮ Approximation of sojourn times of Gaussian processes ⋮ Sets that maximize probability and a related variational problem ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds

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