We investigate Lipschitz-Killing curvatures for excursion sets of random fields on R2 under small spatial-invariant random perturbations. An expansion formula for mean curvatures is derived when the magnitude of the perturbation vanishes, which recovers the Gaussian Kinematic Formula at the limit by contiguity of the model. We develop an asymptotic study of the perturbed excursion area behaviour that leads to a quantitative non-Gaussian limit theorem, in Wasserstein distance, for fixed small perturbations and growing domain. When letting both the perturbation vanish and the domain grow, a standard Central Limit Theorem follows. Taking advantage of these results, we propose an estimator for the perturbation which turns out to be asymptotically normal and unbiased, allowing to make inference through sparse information on the field.

Di Bernardino, E., Estrade, A., Rossi, M. (2020). On the excursion area of perturbed Gaussian fields. ESAIM: PROBABILITY AND STATISTICS, 24, 252-274 [10.1051/ps/2020002].

On the excursion area of perturbed Gaussian fields

Rossi, M
2020

Abstract

We investigate Lipschitz-Killing curvatures for excursion sets of random fields on R2 under small spatial-invariant random perturbations. An expansion formula for mean curvatures is derived when the magnitude of the perturbation vanishes, which recovers the Gaussian Kinematic Formula at the limit by contiguity of the model. We develop an asymptotic study of the perturbed excursion area behaviour that leads to a quantitative non-Gaussian limit theorem, in Wasserstein distance, for fixed small perturbations and growing domain. When letting both the perturbation vanish and the domain grow, a standard Central Limit Theorem follows. Taking advantage of these results, we propose an estimator for the perturbation which turns out to be asymptotically normal and unbiased, allowing to make inference through sparse information on the field.
Articolo in rivista - Articolo scientifico
Excursion set; Gaussian field; Perturbation; Statistical Estimator
English
23-apr-2020
2020
24
252
274
none
Di Bernardino, E., Estrade, A., Rossi, M. (2020). On the excursion area of perturbed Gaussian fields. ESAIM: PROBABILITY AND STATISTICS, 24, 252-274 [10.1051/ps/2020002].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/258250
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