The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments

DOI10.1214/15-AAP1101zbMath1339.60055arXiv1211.6693OpenAlexW1763547126WikidataQ57432519 ScholiaQ57432519MaRDI QIDQ292900

Yimin Xiao, Dan Cheng

Publication date: 9 June 2016

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

Full work available at URL: https://arxiv.org/abs/1211.6693

zbMATH Keywords

Euler characteristicexcursion probabilityGaussian random fieldsstationary incrementsexcursion set

Mathematics Subject Classification ID

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

Related Items (14)

Extremes of Gaussian fields with a smooth random variance ⋮ A quantitative central limit theorem for the Euler-Poincaré characteristic of random spherical eigenfunctions ⋮ Extremes of threshold-dependent Gaussian processes ⋮ Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices ⋮ Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ Characterization of anisotropic Gaussian random fields by Minkowski tensors ⋮ Extremes of Gaussian random fields with regularly varying dependence structure ⋮ Lipschitz-Killing curvatures for arithmetic random waves ⋮ Local repulsion of planar Gaussian critical points ⋮ Tail asymptotic behavior of the supremum of a class of chi-square processes ⋮ Limit laws on extremes of nonhomogeneous Gaussian random fields ⋮ Uniformly efficient simulation for extremes of Gaussian random fields ⋮ Fluctuations of the Euler-Poincaré characteristic for random spherical harmonics ⋮ A note on global suprema of band-limited spherical random functions

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