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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…

概率论 · 数学 2013-07-24 Evgeny Spodarev

We derive a covariance formula for the number of excursion or level set components of a smooth stationary Gaussian field on $\mathbb{R}^d$ contained in compact domains. We also present two applications of this formula: (1) for fields whose…

概率论 · 数学 2025-10-10 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

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 $\ell<\ell_c$.…

概率论 · 数学 2026-02-24 Michael McAuley

For the Bargmann--Fock field on $\mathbb R^d$ with $d\ge3$, we prove that the critical level $\ell_c(d)$ of the percolation model formed by the excursion sets $\{ f \ge \ell \}$ is strictly positive. This implies that for every $\ell$…

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…

概率论 · 数学 2025-10-08 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

We prove decoupling inequalities for the Gaussian free field on $\mathbb{Z}^d$, $d\geq 3$. As an application, we obtain exponential decay (with logarithmic correction for $d=3$) of the connectivity function of excursion sets for large…

概率论 · 数学 2016-02-24 Serguei Popov , Balazs Rath

Nazarov and Sodin have shown that the number of connected components of the nodal set of a planar Gaussian field in a ball of radius $R$, normalised by area, converges to a constant as $R\to \infty $. This has been generalised to…

概率论 · 数学 2020-08-12 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

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…

概率论 · 数学 2013-02-05 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

We study the decay of connectivity of the subcritical excursion sets of a class of strongly correlated Gaussian fields. Our main result shows that, for smooth isotropic Gaussian fields whose covariance kernel $K(x)$ is regularly varying at…

概率论 · 数学 2024-05-29 Stephen Muirhead , Franco Severo

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…

概率论 · 数学 2026-02-26 Michael McAuley

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…

概率论 · 数学 2021-04-30 Vitalii Makogin , Evgeny Spodarev

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…

概率论 · 数学 2018-08-24 Gugan Thoppe , Sunder Ram Krishnan

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.…

概率论 · 数学 2020-10-30 Anna Paola Todino

We consider nonlinear functionals of discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{2}$, including i.i.d. supercritical percolation clusters, where the conductances are possibly…

概率论 · 数学 2026-05-12 Christof F. Peter , Martin Slowik

In this article, we study the excursions sets $\mathcal{D}\_p=f^{-1}([-p,+\infty[)$ where $f$ is a natural real-analytic planar Gaussian field called the Bargmann-Fock field. More precisely, $f$ is the centered Gaussian field on…

概率论 · 数学 2019-05-29 Alejandro Rivera , Hugo Vanneuville

The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or not two or more points which lie in an excursion set belong…

概率论 · 数学 2014-04-01 Robert J. Adler , Elina Moldavskaya , Gennady Samorodnitsky

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…

概率论 · 数学 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

We study percolative properties of excursion processes and the discrete Gaussian free field (dGFF) in the planar unit disk. We consider discrete excursion clouds, defined using random walks as a two-dimensional version of random…

The Nazarov-Sodin constant describes the average number of nodal set components of Gaussian fields on large scales. We generalise this to a functional describing the corresponding number of level set components for arbitrary levels. Using…

概率论 · 数学 2020-07-30 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

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…

概率论 · 数学 2007-12-28 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor
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