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Tube formula for spherically contoured random fields with subexponential marginals

Probability 2025-11-17 v2 Statistics Theory Statistics Theory

Abstract

It is widely known that the tube method, or equivalently the Euler characteristic heuristic, provides a very accurate approximation for the tail probability that the supremum of a smooth Gaussian random field exceeds a threshold value cc. The relative approximation error Δ(c)\Delta(c) is exponentially small as a function of cc when cc tends to infinity. On the other hand, little is known about non-Gaussian random fields. In this paper, we obtain the approximation error of the tube method applied to the canonical isotropic random fields on a unit sphere defined by uu,ξu\mapsto\langle u,\xi\rangle, uMSn1u\in M\subset\mathbb{S}^{n-1}, where ξ\xi is a spherically contoured random vector. These random fields have statistical applications in multiple testing and simultaneous regression inference when the unknown variance is estimated. The decay rate of the relative error Δ(c)\Delta(c) depends on the tail of the distribution of ξ2\|\xi\|^2 and the critical radius of the index set MM. If this distribution is subexponential but not regularly varying, Δ(c)0\Delta(c)\to 0 as cc\to\infty. However, in the regularly varying case, Δ(c)\Delta(c) does not vanish and hence is not negligible. To address this limitation, we provide simple upper and lower bounds for Δ(c)\Delta(c) and for the tube formula itself. Numerical studies are conducted to assess the accuracy of the asymptotic approximation.

Keywords

Cite

@article{arxiv.2507.11154,
  title  = {Tube formula for spherically contoured random fields with subexponential marginals},
  author = {Satoshi Kuriki and Evgeny Spodarev},
  journal= {arXiv preprint arXiv:2507.11154},
  year   = {2025}
}

Comments

27 pages, 5 figures, 1 table