High level excursion set geometry for non-Gaussian infinitely divisible random fields
Abstract
We consider smooth, infinitely divisible random fields , , with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets over high levels u. For a large class of such random fields, we compute the asymptotic joint distribution of the numbers of critical points, of various types, of X in , conditional on being nonempty. This allows us, for example, to obtain the asymptotic conditional distribution of the Euler characteristic of the excursion set. In a significant departure from the Gaussian situation, the high level excursion sets for these random fields can have quite a complicated geometry. Whereas in the Gaussian case nonempty excursion sets are, with high probability, roughly ellipsoidal, in the more general infinitely divisible setting almost any shape is possible.
Cite
@article{arxiv.0907.3359,
title = {High level excursion set geometry for non-Gaussian infinitely divisible random fields},
author = {Robert J. Adler and Gennady Samorodnitsky and Jonathan E. Taylor},
journal= {arXiv preprint arXiv:0907.3359},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AOP738 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)