On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²

Abstract : When a random field (Xt; t 2 R2) is thresholded on a given level u, the excursion set is given by its indicator 1[u;1)(Xt). The purpose of this work is to study functionals (as established in stochastic geometry) of these random excursion sets, as e.g. the capacity functional as well as the second moment measure of the boundary length. It extends results obtained for the one-dimensional case to the two-dimensional case, with tools borrowed from crossings theory, in particular Rice methods, and from integral and stochastic geometry.
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Pré-publication, Document de travail
ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1416. Publié in Adv. Appl. Probab. 48:3, 726-743 (2016). DOI : https://doi.org/10.1017/apr.2016.24 2014
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Marie Kratz, Werner Nagel. On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R². ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l’ESSEC. ISSN : 1291-9616. WP 1416. Publié in Adv. Appl. Probab. 48:3, 726-743 (2016). DOI : https://doi.org/10.1017/apr.2016.24 2014. <hal-01085072>

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