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arXiv 0712.4276math.PRmath.STstat.TH
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稳定随机场的漂移集

Excursion sets of stable random fields

Robert J. Adler, Gennady Samorodnitsky, Jonathan E. Taylor

摘要:

研究高斯和高斯相关的随机场通过其偏移集产生的几何形状现在是一个发展良好和理解良好的主题。然而,纯粹的非高斯情景根本没有被研究过。本文研究了三类稳定随机场,得到了它们在高水平上的漂移集的各种几何特征的均值的渐近公式。虽然这些公式是渐近的,但它们包含了足够的信息,表明稳定的随机场不仅表现出与高斯场非常不同的几何行为,而且它们之间也有很大的不同。

英文摘要:

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 paper we look at three classes of stable random fields, and obtain asymptotic formulae for the mean values of various geometric characteristics of their excursion sets over high levels. While the formulae are asymptotic, they contain enough information to show that not only do stable random fields exhibit geometric behaviour very different from that of Gaussian fields, but they also differ significantly among themselves.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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