Presentations at an Academic or Professional conference
Year
2012
Authors
KRATZ Marie, NAGEL W.
Abstract
When a random field $(X_t, \ t\in {\mathbb R}^D)$ is thresholded on a given level $\gamma$ the excursion set is given by its indicator ${\bf 1}_{(\gamma , \infty )}(X_t)$.The purpose of this work is to study several functionals (as established in Stochastic Geometry) of these random excursion sets, as e.g. the capacity functional, as well as the tails of their distributions. It extends results obtained for the one-dimensional case by M. Kratz and coauthors (Demichel et al. (2011), Estrade et al (2001)) to the multidimensional case, mainly when D=2, with tools borrowed to EVT and to stochastic geometry. Various approaches are considered, among which approaches based on Rice type formulas (e.g. Azais and Wschebor (2009)) or on Morse formulas (Adler and Taylor (2007)).
KRATZ, M. et NAGEL, W. (2012). The Tail Distributions of Functionals of Random Excursion Sets. Dans: Sixth International Workshop on Applied Probability (IWAP 2012).