On the finiteness of the moments of the measure of level sets of random fields

Armentano, Diego - Azaïs, Jean Marc - Dalmao Artigas, Federico - León, José Rafael - Mordecki, Ernesto

Resumen:

General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of these level sets is obtained when the second moment can be uniformly bounded. The conditions involve (i) the differentiability of the trajectories up to a certain order k, (ii) the finiteness of the moments of the k-th partial derivatives of the field up to another order, (iii) the boundedness of the joint density of the field and some of its derivatives. Particular attention is given to the shot noise processes and fields. Other applications include stationary Gaussian processes, Chi-square processes and regularized diffusion processes.


Detalles Bibliográficos
2020
MATHEMATICS - PROBABILITY
Inglés
Universidad de la República
COLIBRI
https://hdl.handle.net/20.500.12008/44752
Acceso abierto
Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
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author Armentano, Diego
author2 Azaïs, Jean Marc
Dalmao Artigas, Federico
León, José Rafael
Mordecki, Ernesto
author2_role author
author
author
author
author_facet Armentano, Diego
Azaïs, Jean Marc
Dalmao Artigas, Federico
León, José Rafael
Mordecki, Ernesto
author_role author
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collection COLIBRI
dc.contributor.filiacion.none.fl_str_mv Armentano Diego, Universidad de la República (Uruguay). Facultad de Ciencias Económicas y de Administracón.
Azaïs Jean Marc
Dalmao Artigas Federico, Universidad de la República (Uruguay). CENUR
León José Rafael, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.
Mordecki Ernesto, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.
dc.creator.none.fl_str_mv Armentano, Diego
Azaïs, Jean Marc
Dalmao Artigas, Federico
León, José Rafael
Mordecki, Ernesto
dc.date.accessioned.none.fl_str_mv 2024-07-15T12:17:54Z
dc.date.available.none.fl_str_mv 2024-07-15T12:17:54Z
dc.date.issued.none.fl_str_mv 2020
dc.description.abstract.none.fl_txt_mv General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of these level sets is obtained when the second moment can be uniformly bounded. The conditions involve (i) the differentiability of the trajectories up to a certain order k, (ii) the finiteness of the moments of the k-th partial derivatives of the field up to another order, (iii) the boundedness of the joint density of the field and some of its derivatives. Particular attention is given to the shot noise processes and fields. Other applications include stationary Gaussian processes, Chi-square processes and regularized diffusion processes.
dc.description.es.fl_txt_mv Versión permitida preprint
Publicado también en: Brazilian Journal of Probability and Statistics, 2023, 37(1): 219-245. DOI: 10.1214/23-BJPS568
dc.format.extent.es.fl_str_mv 19 h.
dc.format.mimetype.es.fl_str_mv application/pdf
dc.identifier.citation.es.fl_str_mv Armanetano, D, Azaïs, J, Dalmao Artigas, y otros. "On the finiteness of the moments of the measure of level sets of random fields"[Preprint]. Publicado en: Mathematics (Probability). 2020 arXiv:1909.10243v2, ago 2020, pp 1-19.
dc.identifier.doi.none.fl_str_mv 10.48550/arXiv.1909.10243
dc.identifier.uri.none.fl_str_mv https://hdl.handle.net/20.500.12008/44752
dc.language.iso.none.fl_str_mv en
eng
dc.publisher.es.fl_str_mv arXiv
dc.relation.ispartof.es.fl_str_mv Mathematics (Probability), arXiv:1909.10243v2, ago 2020, pp 1-19
dc.rights.license.none.fl_str_mv Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
dc.source.none.fl_str_mv reponame:COLIBRI
instname:Universidad de la República
instacron:Universidad de la República
dc.subject.other.es.fl_str_mv MATHEMATICS - PROBABILITY
dc.title.none.fl_str_mv On the finiteness of the moments of the measure of level sets of random fields
dc.type.es.fl_str_mv Preprint
dc.type.none.fl_str_mv info:eu-repo/semantics/preprint
dc.type.version.none.fl_str_mv info:eu-repo/semantics/submittedVersion
description Versión permitida preprint
eu_rights_str_mv openAccess
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identifier_str_mv Armanetano, D, Azaïs, J, Dalmao Artigas, y otros. "On the finiteness of the moments of the measure of level sets of random fields"[Preprint]. Publicado en: Mathematics (Probability). 2020 arXiv:1909.10243v2, ago 2020, pp 1-19.
10.48550/arXiv.1909.10243
instacron_str Universidad de la República
institution Universidad de la República
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publishDate 2020
reponame_str COLIBRI
repository.mail.fl_str_mv mabel.seroubian@seciu.edu.uy
repository.name.fl_str_mv COLIBRI - Universidad de la República
repository_id_str 4771
rights_invalid_str_mv Licencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)
spelling Armentano Diego, Universidad de la República (Uruguay). Facultad de Ciencias Económicas y de Administracón.Azaïs Jean MarcDalmao Artigas Federico, Universidad de la República (Uruguay). CENURLeón José Rafael, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.Mordecki Ernesto, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.2024-07-15T12:17:54Z2024-07-15T12:17:54Z2020Armanetano, D, Azaïs, J, Dalmao Artigas, y otros. "On the finiteness of the moments of the measure of level sets of random fields"[Preprint]. Publicado en: Mathematics (Probability). 2020 arXiv:1909.10243v2, ago 2020, pp 1-19.https://hdl.handle.net/20.500.12008/4475210.48550/arXiv.1909.10243Versión permitida preprintPublicado también en: Brazilian Journal of Probability and Statistics, 2023, 37(1): 219-245. DOI: 10.1214/23-BJPS568General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of these level sets is obtained when the second moment can be uniformly bounded. The conditions involve (i) the differentiability of the trajectories up to a certain order k, (ii) the finiteness of the moments of the k-th partial derivatives of the field up to another order, (iii) the boundedness of the joint density of the field and some of its derivatives. Particular attention is given to the shot noise processes and fields. Other applications include stationary Gaussian processes, Chi-square processes and regularized diffusion processes.Submitted by Egaña Florencia (florega@gmail.com) on 2024-07-11T19:13:02Z No. of bitstreams: 2 license_rdf: 25790 bytes, checksum: 489f03e71d39068f329bdec8798bce58 (MD5) 1909.10243v2.pdf: 288181 bytes, checksum: 2f64b247b353a55c6933228700b2f88a (MD5)Approved for entry into archive by Faget Cecilia (lfaget@fcien.edu.uy) on 2024-07-15T12:06:36Z (GMT) No. of bitstreams: 2 license_rdf: 25790 bytes, checksum: 489f03e71d39068f329bdec8798bce58 (MD5) 1909.10243v2.pdf: 288181 bytes, checksum: 2f64b247b353a55c6933228700b2f88a (MD5)Made available in DSpace by Luna Fabiana (fabiana.luna@seciu.edu.uy) on 2024-07-15T12:17:54Z (GMT). No. of bitstreams: 2 license_rdf: 25790 bytes, checksum: 489f03e71d39068f329bdec8798bce58 (MD5) 1909.10243v2.pdf: 288181 bytes, checksum: 2f64b247b353a55c6933228700b2f88a (MD5) Previous issue date: 202019 h.application/pdfenengarXivMathematics (Probability), arXiv:1909.10243v2, ago 2020, pp 1-19Las obras depositadas en el Repositorio se rigen por la Ordenanza de los Derechos de la Propiedad Intelectual de la Universidad de la República.(Res. Nº 91 de C.D.C. de 8/III/1994 – D.O. 7/IV/1994) y por la Ordenanza del Repositorio Abierto de la Universidad de la República (Res. Nº 16 de C.D.C. de 07/10/2014)info:eu-repo/semantics/openAccessLicencia Creative Commons Atribución - No Comercial - Sin Derivadas (CC - By-NC-ND 4.0)MATHEMATICS - PROBABILITYOn the finiteness of the moments of the measure of level sets of random fieldsPreprintinfo:eu-repo/semantics/preprintinfo:eu-repo/semantics/submittedVersionreponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaArmentano, DiegoAzaïs, Jean MarcDalmao Artigas, FedericoLeón, José RafaelMordecki, ErnestoLICENSElicense.txtlicense.txttext/plain; charset=utf-84267http://localhost:8080/xmlui/bitstream/20.500.12008/44752/5/license.txt6429389a7df7277b72b7924fdc7d47a9MD55CC-LICENSElicense_urllicense_urltext/plain; charset=utf-850http://localhost:8080/xmlui/bitstream/20.500.12008/44752/2/license_urla006180e3f5b2ad0b88185d14284c0e0MD52license_textlicense_texttext/html; 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- Universidad de la Repúblicafalse
spellingShingle On the finiteness of the moments of the measure of level sets of random fields
Armentano, Diego
MATHEMATICS - PROBABILITY
status_str submittedVersion
title On the finiteness of the moments of the measure of level sets of random fields
title_full On the finiteness of the moments of the measure of level sets of random fields
title_fullStr On the finiteness of the moments of the measure of level sets of random fields
title_full_unstemmed On the finiteness of the moments of the measure of level sets of random fields
title_short On the finiteness of the moments of the measure of level sets of random fields
title_sort On the finiteness of the moments of the measure of level sets of random fields
topic MATHEMATICS - PROBABILITY
url https://hdl.handle.net/20.500.12008/44752