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

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 Meso-scale modeling of concrete: A morphological description based on excursion sets of Random Fields

2015 ◽  
Vol 102 ◽  
pp. 183-195 ◽  
Author(s):  
Emmanuel Roubin ◽  
Jean-Baptiste Colliat ◽  
Nathan Benkemoun
Keyword(s):  
Random Fields ◽  
Morphological Description ◽  
Excursion Sets ◽  
Scale Modeling ◽  
Meso Scale

Shot Noise Random Fields

1988 ◽  
pp. 423-427
Author(s):  
B. Bassan ◽  
E. Bona
Keyword(s):  
Shot Noise ◽  
Random Fields

Burgers' equation by non-local shot noise data

1994 ◽  
Vol 31 (A) ◽  
pp. 351-362 ◽  
Author(s):  
Donatas Surgailis ◽  
Wojbor A. Woyczynski
Keyword(s):  
Shot Noise ◽  
Random Fields ◽  
Burgers Equation ◽  
Initial Conditions ◽  
Scaling Limit ◽  
Linear Partial Differential Equation ◽  
Local Case ◽  
Non Linear ◽  
Noise Data ◽  
Non Local

We study the scaling limit of random fields which are solutions of a non-linear partial differential equation, known as the Burgers equation, under stochastic initial conditions. These are assumed to be of a non-local shot noise type and driven by a Cox process. Previous work by Bulinskii and Molchanov (1991), Surgailis and Woyczynski (1993a), and Funaki et al. (1994) concentrated on the case of local shot noise data which permitted use of techniques from the theory of random fields with finite range dependence. Those are not available for the non-local case being considered in this paper.Burgers' equation is known to describe various physical phenomena such as non-linear and shock waves, distribution of self-gravitating matter in the universe, and other flow satisfying conservation laws (see e.g. Woyczynski (1993)).

scholarly journals Space–Time Extremes in Short-Crested Storm Seas

2012 ◽  
Vol 42 (9) ◽  
pp. 1601-1615 ◽  
Author(s):  
Francesco Fedele
Keyword(s):  
Random Fields ◽  
Surface Displacement ◽  
Stochastic Approach ◽  
Space Time ◽  
Euler Characteristics ◽  
Sea State ◽  
Excursion Sets ◽  
Upper Limits ◽  
Wave Heights ◽  
Storm Model

Abstract This study develops a stochastic approach to model short-crested stormy seas as random fields both in space and time. Defining a space–time extreme as the largest surface displacement over a given sea surface area during a storm, associated statistical properties are derived by means of the theory of Euler characteristics of random excursion sets in combination with the Equivalent Power Storm model. As a result, an analytical solution for the return period of space–time extremes is given. Subsequently, the relative validity of the new model and its predictions are explored by analyzing wave data retrieved from NOAA buoy 42003, located in the eastern part of the Gulf of Mexico, offshore Naples, Florida. The results indicate that, as the storm area increases under short-crested wave conditions, space–time extremes noticeably exceed the significant wave height of the most probable sea state in which they likely occur and that they also do not violate Stokes–Miche-type upper limits on wave heights.

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.

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