A covariance formula for the number of excursion set components of Gaussian fields and applications

被引:0
|
作者
Beliaev, Dmitry [1 ]
McAley, Michael [2 ]
Muirhead, Stephen [3 ]
机构
[1] Univ Oxford, Math Inst, Oxford, England
[2] Univ Helsinki, Dept Math & Stat, Helsinki, Finland
[3] Univ Melbourne, Sch Math & Stat, Melbourne, Australia
关键词
Gaussian fields; Excursion set; Level set; Component count; Covariance formula; CENTRAL-LIMIT-THEOREM; LIPSCHITZ-KILLING CURVATURES; PERCOLATION; VARIANCE; POINTS;
D O I
10.1214/23-AIHP1430
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We derive a covariance formula for the number of excursion or level set components of a smooth stationary Gaussian field on Ilgdcontained in compact domains. We also present two applications of this formula: (1) for fields whose correlations are integrable we prove that the variance of the component count in large domains is of volume order and give an expression for the leading constant, and (2) for fields with slower decay of correlation we give an upper bound on the variance which is of optimal order if correlations are regularly varying, and improves on best-known bounds if correlations are oscillating (e.g. monochromatic random waves).
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页码:713 / 745
页数:33
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