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.

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 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.

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 Fractional random fields associated with stochastic fractional heat equations

2005 ◽  
Vol 37 (01) ◽  
pp. 108-133 ◽  
Author(s):  
M. Ya. Kelbert ◽  
N. N. Leonenko ◽  
M. D. Ruiz-Medina
Keyword(s):  
Random Field ◽  
Random Fields ◽  
Evolution Equations ◽  
Heat Equations ◽  
Mean Square ◽  
Fractional Evolution Equations ◽  
The Mean

This paper introduces a convenient class of spatiotemporal random field models that can be interpreted as the mean-square solutions of stochastic fractional evolution equations.

On the envelope of a Gaussian random field

1978 ◽  
Vol 15 (3) ◽  
pp. 502-513 ◽  
Author(s):  
R. J. Adler
Keyword(s):  
Random Field ◽  
Spectral Theory ◽  
Gaussian Random Field ◽  
Sample Path ◽  
Mean Value ◽  
Two Dimensional ◽  
Qualitative Information ◽  
The Mean

For homogeneous, two-dimensional random field ξ(t), t ∈ R2 we develop the ‘half' spectral theory sufficient to rigorously define its envelope η (t). We then specialise to the case of ξ Gaussian, which implies η is Rayleigh, and consider the mean value of a certain characteristic of the sets {t:η(t) ≧ u} (u ≧ 0). From this we deduce some qualitative information about the sample path behaviour of the Rayleigh field η .

scholarly journals On the Location of the Maximum of a Continuous Stochastic Process

2014 ◽  
Vol 51 (01) ◽  
pp. 152-161 ◽  
Author(s):  
Leandro P. R. Pimentel
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Stationary Process ◽  
Mean Value ◽  
Necessary Condition ◽  
Linear Perturbation ◽  
Short Article ◽  
Underlying Process ◽  
The Mean ◽  
Sufficient And Necessary Condition

In this short article we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the derivative of the expectation of the maximum of a linear perturbation of the underlying process. As an application, we will consider a Brownian motion with variable drift. The ideas behind the method of proof will also be useful to study the location of the maximum, over the real line, of a two-sided Brownian motion minus a parabola and of a stationary process minus a parabola.

scholarly journals Research on Intelligent Compaction Technology of Subgrade Based on Regression Analysis

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Ziyi Hou ◽  
Xiao Dang ◽  
Yezhen Yuan ◽  
Bo Tian ◽  
Sili Li
Keyword(s):  
Resilient Modulus ◽  
Single Point ◽  
Mean Value ◽  
Test Results ◽  
Intelligent Compaction ◽  
One Dimensional ◽  
Remote Monitoring System ◽  
The Mean ◽  
The One ◽  
Compaction Degree

A remote monitoring system with the intelligent compaction index CMV as the core is designed and developed to address the shortcomings of traditional subgrade compaction quality evaluation methods. Based on the actual project, the correlation between the CMV and conventional compaction indexes of compaction degree K and dynamic resilient modulus E is investigated by applying the one-dimensional linear regression equation for three types of subgrade fillers, clayey gravel, pulverized gravel, and soil-rock mixed fill, and the scheme of fitting CMV to the mean value of conventional indexes is adopted, which is compared with the scheme of fitting CMV to the single point of conventional indexes in the existing specification. The test results show that the correlation between the CMV and conventional indexes of clayey gravel and pulverized gravel is much stronger than that of soil-rock mixed subgrades, and the correlation coefficient can be significantly improved by fitting CMV to the mean of conventional indexes compared with single-point fitting, which can be considered as a new method for intelligent rolling correlation verification.

scholarly journals On the spectra of Schrödinger and Jacobi operators with complex-valued quasi-periodic algebro-geometric coefficients

2005 ◽  
Author(s):  
◽  
Vladimir Batchenko
Keyword(s):  
Green’S Function ◽  
Green's Function ◽  
Complex Plane ◽  
Mean Value ◽  
Qualitative Behavior ◽  
Conditional Stability ◽  
One Dimensional ◽  
Jacobi Operators ◽  
The Mean ◽  
Complex Valued

In this thesis we characterize the spectrum of one-dimensional Schrödinger operators. H = -d2/dx2+V in L2(R; dx) with quasi-periodic complex-valued algebro geometric, potentials V (i.e., potentials V which satisfy one (and hence infinitely many) equation(s) of the stationary Korteweg-de Vries (KdV) hierarchy) associated with nonsingular hyperelliptic curves. The spectrum of H coincides with the conditional stability set of H and can explicitly be described in terms of the mean value of the inverse of the diagonal Green's function of H. As a result, the spectrum of H consists of finitely many simple analytic arcs and one semi-infinite simple analytic arc in the complex plane. Crossings as well as confluences of spectral arcs are possible and discussed as well. These results extend to the Lp(R; dx)-setting for p 2 [1,1). In addition, we apply these techniques to the discrete case and characterize the spectrum of one-dimensional Jacobi operators H = aS+ + a-S- b in 2(Z) assuming a, b are complex-valued quasi-periodic algebro-geometric coefficients. In analogy to the case of Schrödinger operators, we prove that the spectrum of H coincides with the conditional stability set of H and can also explicitly be described in terms of the mean value of the Green's function of H. The qualitative behavior of the spectrum of H in the complex plane is similar to the Schrödinger case: the spectrum consists of finitely many bounded simple analytic arcs in the complex plane which may exhibit crossings as well as confluences.

scholarly journals Three-Dimensional Stochastic Seepage Field Analysis of Multimedia Embankment

2021 ◽  
Vol 2021 ◽  
pp. 1-7
Author(s):  
Xiaoming Zhao ◽  
Shiyu Shang ◽  
Yuanlin Yang ◽  
Mingming Hu
Keyword(s):  
Hydraulic Conductivity ◽  
Random Field ◽  
Three Dimensional ◽  
Mean Value ◽  
Field Analysis ◽  
Anisotropy Ratio ◽  
Seepage Field ◽  
The Monte Carlo Method ◽  
Total Head ◽  
The Mean

The soil hydraulic conductivity of an embankment has strong spatial variability due to the spatiotemporal variation, both natural and artificial. The strong randomness of the hydraulic conductivity can be expressed by the coefficient of variation (COV) and the fluctuation scale θ. Moreover, different coefficients of variation and fluctuation scales correspond to different random field structures. To study the characteristics of the three-dimensional stochastic seepage field in an embankment under different COVs and fluctuation scales, we generate a three-dimensional random field of the hydraulic conductivity of multimedia embankment based on the local average subdivision technique. In particular, a calculation method for a three-dimensional random seepage field based on the Monte Carlo method combined with a three-dimensional multimedia random field and a deterministic analysis is proposed. The results showed that after three thousand realizations and considering the randomness of the hydraulic conductivity, the position of the free surface of each section in the embankment differed. The mean value of the total head decreased when the COV increased. Furthermore, when the COV was small, the change in the total head with anisotropy ratio was not evident, while the COV was large. The mean value of the total head increased with the anisotropy ratio. When the anisotropy ratio increased, the mean value of the standard deviation of the total head increased first and then decreased.

The mean number of maxima above high levels in Gaussian random fields

1976 ◽  
Vol 13 (02) ◽  
pp. 377-379 ◽  
Author(s):  
A. M. Hasofer
Keyword(s):  
Asymptotic Formula ◽  
Random Fields ◽  
Gaussian Random Fields ◽  
Gaussian Field ◽  
General Proof ◽  
The Mean

An asymptotic formula for the mean number of maxima above a level of an n-dimensional stationary Gaussian field has been given by Nosko without proof. In this note a short general proof of this formula is given.

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