The mean euler characteristic and excursion probability of gaussian random fields with stationary increments

Citation
Cheng, Dan et Xiao, Yimin, The mean euler characteristic and excursion probability of gaussian random fields with stationary increments, Annals of applied probability , 26(2), 2016, pp. 722-759
ISSN journal
10505164
Volume
26
Issue
2
Year of publication
2016
Pages
722 - 759
Database
ACNP
SICI code
Abstract
Let X = {X(t), t . .N} be a centered Gaussian random field with stationary increments and X(0) = 0. For any compact rectangle T . .N and u . ., denote by Au = {t . T : X(t) . u} the excursion set. Under X(·) . C²(.N) and certain regularity conditions, the mean Euler characteristic of Au, denoted by ..{. (Au)}, is derived. By applying the Rice method, it is shown that, as u . ., the excursion probability .{supt.T X(t) . u} can be approximated by ..{.(Au)} such that the error is exponentially smaller than ..{.(Au)}. This verifies the expected Euler characteristic heuristic for a large class of Gaussian random fields with stationary increments.