On the existence of paths between points in high level excursion sets of Gaussian random fields

DOI10.1214/12-AOP794zbMath1301.60041arXiv1204.0206MaRDI QIDQ2450247

Robert J. Adler, Elina Moldavskaya, Gennady Samorodnitsky

Publication date: 19 May 2014

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

Full work available at URL: https://arxiv.org/abs/1204.0206

zbMATH Keywords

large deviationsoptimal pathexcursion setsconnected componentGaussian random fieldsenergy of measuresexcedence probabilities

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10) Sample path properties (60G17)

Related Items (9)

Data assimilation in truncated plurigaussian models: impact of the truncation map ⋮ Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields ⋮ Asymptotic behaviour of high Gaussian minima ⋮ Length of stationary Gaussian excursions ⋮ A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions ⋮ Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ High minima of non-smooth Gaussian processes ⋮ High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere

Cites Work

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• Rates of contraction of posterior distributions based on Gaussian process priors
• Measuring the range of an additive Lévy process
• On the theory of potentials in locally compact spaces
• Lectures on Gaussian Processes
• Level Sets and Extrema of Random Processes and Fields
• Random Fields and Geometry

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