English

High level excursion set geometry for non-Gaussian infinitely divisible random fields

Probability 2013-02-05 v2

Abstract

We consider smooth, infinitely divisible random fields (X(t),tM)(X(t),t\in M), MRdM\subset {\mathbb{R}}^d, with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets Au={tM:X(t)>u}A_u=\{t\in M:X(t)>u\} over high levels u. For a large class of such random fields, we compute the uu\to\infty asymptotic joint distribution of the numbers of critical points, of various types, of X in AuA_u, conditional on AuA_u 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.

Keywords

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)

R2 v1 2026-06-21T13:26:46.782Z