scholarly journals Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

2017 ◽  
Vol 54 (3) ◽  
pp. 833-851 ◽  
Author(s):  
Anders Rønn-Nielsen ◽  
Eva B. Vedel Jensen
Keyword(s):  
Random Field ◽  
Large Class ◽  
Random Fields ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Excursion Sets ◽  
Excursion Set ◽  
Fixed Radius ◽  
Asymptotic Probability ◽  
The Right

Abstract We consider a continuous, infinitely divisible random field in ℝd, d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields, we compute the asymptotic probability that the excursion set at level x contains some rotation of an object with fixed radius as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.

scholarly journals Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

2016 ◽  
Vol 53 (1) ◽  
pp. 244-261 ◽  
Author(s):  
Anders Rønn-Nielsen ◽  
Eva B. Vedel Jensen
Keyword(s):  
Random Field ◽  
Large Class ◽  
Kernel Function ◽  
Random Fields ◽  
Tail Asymptotics ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Asymptotic Probability ◽  
The Right

Abstract We consider a continuous, infinitely divisible random field in Rd given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent Lévy measure. For a large class of such random fields we compute the asymptotic probability that the supremum of the field exceeds the level x as x → ∞. Our main result is that the asymptotic probability is equivalent to the right tail of the underlying Lévy measure.

Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure

2021 ◽  
Vol 58 (1) ◽  
pp. 42-67 ◽  
Author(s):  
Mads Stehr ◽  
Anders Rønn-Nielsen
Keyword(s):  
Space Time ◽  
Time Interval ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Time Model ◽  
Spatial Object ◽  
Tail Behaviour ◽  
Fixed Radius ◽  
The Right ◽  
Space Time Model

AbstractWe consider a space-time random field on ${{\mathbb{R}^d} \times {\mathbb{R}}}$ given as an integral of a kernel function with respect to a Lévy basis with a convolution equivalent Lévy measure. The field obeys causality in time and is thereby not continuous along the time axis. For a large class of such random fields we study the tail behaviour of certain functionals of the field. It turns out that the tail is asymptotically equivalent to the right tail of the underlying Lévy measure. Particular examples are the asymptotic probability that there is a time point and a rotation of a spatial object with fixed radius, in which the field exceeds the level x, and that there is a time interval and a rotation of a spatial object with fixed radius, in which the average of the field exceeds the level x.

scholarly journals Identification and isotropy characterization of deformed random fields through excursion sets

2018 ◽  
Vol 50 (3) ◽  
pp. 706-725
Author(s):  
Julie Fournier
Keyword(s):  
Random Field ◽  
Euler Characteristic ◽  
Random Fields ◽  
Weak Form ◽  
Invariance Property ◽  
Basic Domain ◽  
Excursion Sets ◽  
The Mean ◽  
Isotropic Random

Abstract A deterministic application θ:ℝ2→ℝ2 deforms bijectively and regularly the plane and allows the construction of a deformed random field X∘θ:ℝ2→ℝ from a regular, stationary, and isotropic random field X:ℝ2→ℝ. The deformed field X∘θ is, in general, not isotropic (and not even stationary), however, we provide an explicit characterization of the deformations θ that preserve the isotropy. Further assuming that X is Gaussian, we introduce a weak form of isotropy of the field X∘θ, defined by an invariance property of the mean Euler characteristic of some of its excursion sets. We prove that deformed fields satisfying this property are strictly isotropic. In addition, we are able to identify θ, assuming that the mean Euler characteristic of excursion sets of X∘θ over some basic domain is known.

Boundary corrections for the expected Euler characteristic of excursion sets of random fields, with an application to astrophysics

1995 ◽  
Vol 27 (4) ◽  
pp. 943-959 ◽  
Author(s):  
K. J. Worsley
Keyword(s):  
Euler Characteristic ◽  
Random Fields ◽  
Background Radiation ◽  
Three Dimensions ◽  
Connected Components ◽  
Excursion Sets ◽  
Microwave Background Radiation ◽  
Excursion Set ◽  
Set Of Points ◽  
Fixed Region

Certain images arising in astrophysics and medicine are modelled as smooth random fields inside a fixed region, and experimenters are interested in the number of ‘peaks', or more generally, the topological structure of ‘hot-spots' present in such an image. This paper studies the Euler characteristic of the excursion set of a random field; the excursion set is the set of points where the image exceeds a fixed threshold, and the Euler characteristic counts the number of connected components in the excursion set minus the number of ‘holes'. For high thresholds the Euler characteristic is a measure of the number of peaks. The geometry of excursion sets has been studied by Adler (1981) who gives the expectation of two excursion set characteristics, called the DT (differential topology) and IG (integral geometry) characteristics, which equal the Euler characteristic provided the excursion set does not touch the boundary of the region. Worsley (1995) finds a boundary correction which gives the expectation of the Euler characteristic itself in two and three dimensions. The proof uses a representation of the Euler characteristic given by Hadwiger (1959). The purpose of this paper is to give a general result for any number of dimensions. The proof takes a different approach and uses a representation from Morse theory. Results are applied to the recently discovered anomalies in the cosmic microwave background radiation, thought to be the remnants of the creation of the universe.

Excursions above a fixed level by n-dimensional random fields

1976 ◽  
Vol 13 (2) ◽  
pp. 276-289 ◽  
Author(s):  
Robert J. Adler
Keyword(s):  
Stochastic Process ◽  
Random Field ◽  
Random Fields ◽  
Mean Value ◽  
Regularity Conditions ◽  
Gaussian Field ◽  
Differential Topology ◽  
One Dimensional ◽  
Excursion Set ◽  
The Mean

For an n-dimensional random field X(t) we define the excursion set A of X(t) by A = [t ∊ S: X(t) ≧ u] for real u and compact S ⊂ Rn. We obtain a generalisation of the number of upcrossings of a one-dimensional stochastic process to random fields via a characteristic of the set A related to the Euler characteristic of differential topology. When X(t) is a homogeneous Gaussian field satisfying certain regularity conditions we obtain an explicit formula for the mean value of this characteristic.

scholarly journals High level excursion set geometry for non-Gaussian infinitely divisible random fields

2013 ◽  
Vol 41 (1) ◽  
pp. 134-169 ◽  
Author(s):  
Robert J. Adler ◽  
Gennady Samorodnitsky ◽  
Jonathan E. Taylor
Keyword(s):  
Random Fields ◽  
Infinitely Divisible ◽  
Excursion Set ◽  
Non Gaussian ◽  
High Level

Excursions above a fixed level by n-dimensional random fields

1976 ◽  
Vol 13 (02) ◽  
pp. 276-289 ◽  
Author(s):  
Robert J. Adler
Keyword(s):  
Stochastic Process ◽  
Random Field ◽  
Random Fields ◽  
Mean Value ◽  
Regularity Conditions ◽  
Gaussian Field ◽  
Differential Topology ◽  
One Dimensional ◽  
Excursion Set ◽  
The Mean

For an n-dimensional random field X(t) we define the excursion set A of X(t) by A = [t ∊ S: X(t) ≧ u] for real u and compact S ⊂ Rn. We obtain a generalisation of the number of upcrossings of a one-dimensional stochastic process to random fields via a characteristic of the set A related to the Euler characteristic of differential topology. When X(t) is a homogeneous Gaussian field satisfying certain regularity conditions we obtain an explicit formula for the mean value of this characteristic.

Boundary corrections for the expected Euler characteristic of excursion sets of random fields, with an application to astrophysics

1995 ◽  
Vol 27 (04) ◽  
pp. 943-959 ◽  
Author(s):  
K. J. Worsley
Keyword(s):  
Euler Characteristic ◽  
Random Fields ◽  
Background Radiation ◽  
Three Dimensions ◽  
Connected Components ◽  
Excursion Sets ◽  
Microwave Background Radiation ◽  
Excursion Set ◽  
Set Of Points ◽  
Fixed Region

Certain images arising in astrophysics and medicine are modelled as smooth random fields inside a fixed region, and experimenters are interested in the number of ‘peaks', or more generally, the topological structure of ‘hot-spots' present in such an image. This paper studies the Euler characteristic of the excursion set of a random field; the excursion set is the set of points where the image exceeds a fixed threshold, and the Euler characteristic counts the number of connected components in the excursion set minus the number of ‘holes'. For high thresholds the Euler characteristic is a measure of the number of peaks. The geometry of excursion sets has been studied by Adler (1981) who gives the expectation of two excursion set characteristics, called the DT (differential topology) and IG (integral geometry) characteristics, which equal the Euler characteristic provided the excursion set does not touch the boundary of the region. Worsley (1995) finds a boundary correction which gives the expectation of the Euler characteristic itself in two and three dimensions. The proof uses a representation of the Euler characteristic given by Hadwiger (1959). The purpose of this paper is to give a general result for any number of dimensions. The proof takes a different approach and uses a representation from Morse theory. Results are applied to the recently discovered anomalies in the cosmic microwave background radiation, thought to be the remnants of the creation of the universe.

On the capacity functional of excursion sets of Gaussian random fields on ℝ2

2016 ◽  
Vol 48 (3) ◽  
pp. 712-725 ◽  
Author(s):  
Marie Kratz ◽  
Werner Nagel
Keyword(s):  
Random Fields ◽  
Stochastic Geometry ◽  
Gaussian Random Fields ◽  
Dimensional Case ◽  
Two Dimensional ◽  
One Dimensional ◽  
Excursion Sets ◽  
Moment Measure ◽  
Excursion Set ◽  
The One

Abstract When a random field (Xt,t∈ℝ2) is thresholded on a given level u, the excursion set is given by its indicator 1[u, ∞)(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.

scholarly journals On the perimeter of excursion sets of shot noise random fields

2016 ◽  
Vol 44 (1) ◽  
pp. 521-543 ◽  
Author(s):  
Hermine Biermé ◽  
Agnès Desolneux
Keyword(s):  
Shot Noise ◽  
Random Fields ◽  
Excursion Sets
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