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Journal articles (2011), Advances in Applied Probability, 43 (2), pp. 504-523

How Fast Can the Chord-Length Distribution Decay?


The modeling of random bi-phasic, or porous, media has been, and still is, under active investigation by mathematicians, physicists or physicians. In this paper we consider a thresholded random process X as a source of the two phases. The intervals when X is in a given phase, named chords, are the subject of interest. We focus on the study of the tails of the chord-length distribution functions. In the literature, different types of the tail behavior have been reported, among them exponential-like or power-like decay. We look for the link between the dependence structure of the underlying thresholded process X and the rate of decay of the chord-length distribution. When the process X is a stationary Gaussian process, we relate the latter to the rate at which the covariance function of X decays at large lags. We show that exponential, or nearly exponential, decay of the tail of the distribution of the chord-lengths is very common, perhaps surprisingly so. Link to the article

DEMICHEL, Y., ESTRADE, A., KRATZ, M. and SAMARODNITSKY, S. (2011). How Fast Can the Chord-Length Distribution Decay? Advances in Applied Probability, 43(2), pp. 504-523.

Keywords : #Chord-length, #Crossing, #Gaussian-field, #Bi, #phasic-medium, #Tail-of-distribution