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The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Probability · Mathematics 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

Probability · Mathematics 2021-04-30 Vitalii Makogin , Evgeny Spodarev

Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

Probability · Mathematics 2023-09-06 Vladimir I. Piterbarg

In this paper, we investigate some geometric functionals for band limited Gaussian and isotropic spherical random fields in dimension 2. In particular, we focus on the area of excursion sets, providing its behavior in the high energy limit.…

Probability · Mathematics 2020-10-30 Anna Paola Todino

For a smooth stationary Gaussian field on $\mathbb{R}^d$ and level $\ell \in \mathbb{R}$, we consider the number of connected components of the excursion set $\{f \ge \ell\}$ (or level set $\{f = \ell\}$) contained in large domains. The…

Probability · Mathematics 2025-10-08 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric…

Probability · Mathematics 2021-10-15 Abhinav Das , Vitalii Makogin , Evgeny Spodarev

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…

Probability · Mathematics 2007-12-28 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion…

Probability · Mathematics 2017-04-04 Marie Kratz , Sreekar Vadlamani

This paper studies the excursion set of a real stationary isotropic Gaussian random field above a fixed level. We show that the standardized Lipschitz-Killing curvatures of the intersection of the excursion set with a window converges in…

Probability · Mathematics 2017-02-21 Dennis Müller

We study the connectivity of the excursion sets of additive Gaussian fields, i.e.\ stationary centred Gaussian fields whose covariance function decomposes into a sum of terms that depend separately on the coordinates. Our main result is…

Probability · Mathematics 2025-11-20 Stephen Muirhead

Random field excursions is an increasingly vital topic within data analysis in medicine, cosmology, materials science, etc. This work is the first detailed study of their Betti numbers in the so-called `sparse' regime. Specifically, we…

Probability · Mathematics 2018-08-24 Gugan Thoppe , Sunder Ram Krishnan

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

The excursion set of a $C^2$ smooth random field carries relevant information in its various geometric measures. From a computational viewpoint, one never has access to the continuous observation of the excursion set, but rather to…

Probability · Mathematics 2022-09-22 Ryan Cotsakis , Elena Di Bernardino , Céline Duval

The high frequency behaviour for random eigenfunctions of the spherical Laplacian has been recently the object of considerable interest, also because of strong motivations arising from Physics and Cosmology. In this paper, we are concerned…

Probability · Mathematics 2015-05-20 Domenico Marinucci , Igor Wigman

For a smooth, stationary Gaussian field $f$ on Euclidean space with fast correlation decay, there is a critical level $\ell_c$ such that the excursion set $\{f\geq\ell\}$ contains a (unique) unbounded component if and only if $\ell<\ell_c$.…

Probability · Mathematics 2026-02-24 Michael McAuley

We consider smooth, infinitely divisible random fields $(X(t),t\in M)$, $M\subset {\mathbb{R}}^d$, with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets \[A_u=\{t\in M:X(t)>u\}\] over…

Probability · Mathematics 2013-02-05 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

When a random field $(X_t, \ t\in {\mathbb R}^2)$ is thresholded on a given level $u$, the excursion set is given by its indicator $~1_{[u, \infty)}(X_t)$. The purpose of this work is to study functionals (as established in stochastic…

Probability · Mathematics 2014-10-30 Marie Kratz , Werner Nagel

Excursion sets of Poisson shot noise processes are a prominent class of random sets. We consider a specific class of Poisson shot noise processes whose excursion sets within compact convex observation windows are almost surely polyconvex.…

Probability · Mathematics 2024-05-14 Vanessa Trapp

Many classical objects of study related to the geometry/topology of smooth Gaussian fields (e.g., the volume, surface area or Euler characteristic of excursion sets) have a `locality' property which is crucial to their analysis. More…

Probability · Mathematics 2026-02-26 Michael McAuley

We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…

Probability · Mathematics 2020-11-06 Radomyra Shevchenko , Anna Paola Todino
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