A Gaussian kinematic formula
Taylor, Jonathan E.
Ann. Probab., Tome 34 (2006) no. 1, p. 122-158 / Harvested from Project Euclid
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 random fields built up from i.i.d. copies of centered, unit-variance smooth Gaussian fields on a manifold M. Specifically, we consider random fields of the form fp=F(y1(p),…,yk(p)) for F∈C2(ℝk;ℝ) and (y1,…,yk) a vector of C2 i.i.d. centered, unit-variance Gaussian fields. ¶ The analogue of the Weyl–Steiner formula for such Gaussian-related fields involves a power series expansion for the Gaussian, rather than Lebesgue, volume of tubes: that is, power series expansions related to the marginal distribution of the field f. The formal expansions of the Gaussian volume of a tube are of independent geometric interest. ¶ As in the classical Weyl–Steiner formulae, the coefficients in these expansions show up in a kinematic formula for the expected Euler characteristic, χ, of the excursion sets M∩f−1[u,+∞)=M∩y−1(F−1[u,+∞)) of the field f. ¶ The motivation for studying the expected Euler characteristic comes from the well-known approximation $\mathbb{P}[\sup_{p\in M}f(p)\geq u]\simeq\mathbb{E}[\chi(f^{-1}[u,+\infty))]$ .
Publié le : 2006-01-14
Classification:  Random fields,  Gaussian processes,  manifolds,  Euler characteristic,  excursions,  Riemannian geometry,  60G15,  60G60,  53A17,  58A05,  60G17,  62M40,  60G70
@article{1140191534,
     author = {Taylor, Jonathan E.},
     title = {A Gaussian kinematic formula},
     journal = {Ann. Probab.},
     volume = {34},
     number = {1},
     year = {2006},
     pages = { 122-158},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1140191534}
}
Taylor, Jonathan E. A Gaussian kinematic formula. Ann. Probab., Tome 34 (2006) no. 1, pp.  122-158. http://gdmltest.u-ga.fr/item/1140191534/