Related papers: The mean Euler characteristic and excursion probab…

In this paper, we consider a classic problem concerning the high excursion probabilities of a Gaussian random field $f$ living on a compact set $T$. We develop efficient computational methods for the tail probabilities $P(\sup_T f(t) > b)$…

We represent excursion sets of smooth random fields as unions of a topological basis consisting of a sequence of simply and multiply connected compact subsets of the underlying manifold. The associated coefficients, which are non-negative…

In this paper we extend the notion of the Euler characteristic to persistent homology and give the relationship between the Euler integral of a function and the Euler characteristic of the function's persistent homology. We then proceed to…

We use the concept of excursions for the prediction of random variables without any moment existence assumptions. To do so, an excursion metric on the space of random variables is defined which appears to be a kind of a weighted…

The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…

We determine the expected curvature polynomial of random real projective varieties given as the zero set of independent random polynomials with Gaussian distribution, whose distribution is invariant under the action of the orthogonal group.…

We develop a novel computational method for evaluating the extreme excursion probabilities arising for random initialization of nonlinear dynamical systems. The method uses a Markov chain Monte Carlo or a Laplace approximation approach to…

In this short note, we build upon some recent results to present a precise expression for the asymptotic variance of the Euler-Poincar\'e characteristic for the excursion sets of Gaussian eigenfunctions on ${\cal S}^2$.

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 $c$.…

Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent centered stationary Gaussian processes with unit variance and almost surely continuous sample paths. For given positive constants $u,T$, define the set of conjunctions $C_{[0,T],u}:=\{t\in…

We establish an expression of the \EC~of a $r$-regular planar set in function of some variographic quantities. The usual $\mathcal{C} ^{2}$ framework is relaxed to a $\mathcal{C} ^{1,1}$ regularity assumption, generalising existing local…

Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…

In this paper we consider probabilistic analogues of some classical integral geometric formulae: Weyl--Steiner tube formulae and the Chern--Federer kinematic fundamental formula. The probabilistic building blocks are smooth, real-valued…

Given a deterministic function f:R^2->R atisfying suitable assump- tions, we show that for h smooth with compact support, the integral of the Euler characteristic of the excursion set of f above some level u against a test function h…

We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

Let $X(s,t), (s,t)\in E$, with $E\subset \mathbb{R}^2$ a compact set, be a centered two dimensional Gaussian random field with continuous trajectories and variance function $\sigma(s,t)$. Denote by $\mathcal{L}=\{(s,t):…

We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes…