Conditions for the finiteness of the moments of the volume of level sets

Armentano, Diego - Azaïs, J.M. - Ginsbourger, D. - León, José Rafael

Resumen:

Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures, we establish a relation between (a) the volume of level sets, and (b) the number of crossings of the restriction of the random field to a line. Using this relation we prove the equivalence between the finiteness of the expectation and the finiteness of the second spectral moment matrix. Sufficient conditions for finiteness of higher moments are also established.


Detalles Bibliográficos
2019
Gaussian fields
Nodal sets
Crofton formula
Kac-Rice formula
Inglés
Universidad de la República
COLIBRI
https://hdl.handle.net/20.500.12008/28107
Acceso abierto
Licencia Creative Commons Atribución (CC - By 4.0)
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author Armentano, Diego
author2 Azaïs, J.M.
Ginsbourger, D.
León, José Rafael
author2_role author
author
author
author_facet Armentano, Diego
Azaïs, J.M.
Ginsbourger, D.
León, José Rafael
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. Centro de Matemática.
Azaïs J.M.
Ginsbourger D.
León José Rafael, Universidad de la República (Uruguay). Facultad de Ingeniería
dc.creator.none.fl_str_mv Armentano, Diego
Azaïs, J.M.
Ginsbourger, D.
León, José Rafael
dc.date.accessioned.none.fl_str_mv 2021-06-08T13:38:26Z
dc.date.available.none.fl_str_mv 2021-06-08T13:38:26Z
dc.date.issued.none.fl_str_mv 2019
dc.description.abstract.none.fl_txt_mv Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures, we establish a relation between (a) the volume of level sets, and (b) the number of crossings of the restriction of the random field to a line. Using this relation we prove the equivalence between the finiteness of the expectation and the finiteness of the second spectral moment matrix. Sufficient conditions for finiteness of higher moments are also established.
dc.format.extent.es.fl_str_mv 8 h.
dc.format.mimetype.es.fl_str_mv application/pdf
dc.identifier.citation.es.fl_str_mv Armentano, D, Azaïs, J, Ginsbourger, D [y otro] "Conditions for the finiteness of the moments of the volume of level sets". Electronic Communications in Probability. [en línea] 2019, 24(17): 1-8. 8 h. DOI: 10.1214/19-ECP214
dc.identifier.doi.none.fl_str_mv 10.1214/19-ECP214
dc.identifier.issn.none.fl_str_mv 1083-589X
dc.identifier.uri.none.fl_str_mv https://hdl.handle.net/20.500.12008/28107
dc.language.iso.none.fl_str_mv en
eng
dc.publisher.es.fl_str_mv Bernoulli Society for Mathematical Statistics and Probability
dc.relation.ispartof.es.fl_str_mv Electronic Communications in Probability, 2019, 24(17): 1-8
dc.rights.license.none.fl_str_mv Licencia Creative Commons Atribución (CC - By 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.en.fl_str_mv Gaussian fields
Nodal sets
Crofton formula
Kac-Rice formula
dc.title.none.fl_str_mv Conditions for the finiteness of the moments of the volume of level sets
dc.type.es.fl_str_mv Artículo
dc.type.none.fl_str_mv info:eu-repo/semantics/article
dc.type.version.none.fl_str_mv info:eu-repo/semantics/publishedVersion
description Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures, we establish a relation between (a) the volume of level sets, and (b) the number of crossings of the restriction of the random field to a line. Using this relation we prove the equivalence between the finiteness of the expectation and the finiteness of the second spectral moment matrix. Sufficient conditions for finiteness of higher moments are also established.
eu_rights_str_mv openAccess
format article
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identifier_str_mv Armentano, D, Azaïs, J, Ginsbourger, D [y otro] "Conditions for the finiteness of the moments of the volume of level sets". Electronic Communications in Probability. [en línea] 2019, 24(17): 1-8. 8 h. DOI: 10.1214/19-ECP214
1083-589X
10.1214/19-ECP214
instacron_str Universidad de la República
institution Universidad de la República
instname_str Universidad de la República
language eng
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publishDate 2019
reponame_str COLIBRI
repository.mail.fl_str_mv mabel.seroubian@seciu.edu.uy
repository.name.fl_str_mv COLIBRI - Universidad de la República
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rights_invalid_str_mv Licencia Creative Commons Atribución (CC - By 4.0)
spelling Armentano Diego, Universidad de la República (Uruguay). Facultad de Ciencias. Centro de Matemática.Azaïs J.M.Ginsbourger D.León José Rafael, Universidad de la República (Uruguay). Facultad de Ingeniería2021-06-08T13:38:26Z2021-06-08T13:38:26Z2019Armentano, D, Azaïs, J, Ginsbourger, D [y otro] "Conditions for the finiteness of the moments of the volume of level sets". Electronic Communications in Probability. [en línea] 2019, 24(17): 1-8. 8 h. DOI: 10.1214/19-ECP2141083-589Xhttps://hdl.handle.net/20.500.12008/2810710.1214/19-ECP214Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures, we establish a relation between (a) the volume of level sets, and (b) the number of crossings of the restriction of the random field to a line. Using this relation we prove the equivalence between the finiteness of the expectation and the finiteness of the second spectral moment matrix. Sufficient conditions for finiteness of higher moments are also established.Submitted by Verdun Juan Pablo (jverdun@fcien.edu.uy) on 2021-06-03T14:23:59Z No. of bitstreams: 2 license_rdf: 19875 bytes, checksum: 9fdbed07f52437945402c4e70fa4773e (MD5) 10.121419-ECP214.pdf: 230298 bytes, checksum: 6707a689cd15026898b5da6919074854 (MD5)Approved for entry into archive by Faget Cecilia (lfaget@fcien.edu.uy) on 2021-06-08T12:50:29Z (GMT) No. of bitstreams: 2 license_rdf: 19875 bytes, checksum: 9fdbed07f52437945402c4e70fa4773e (MD5) 10.121419-ECP214.pdf: 230298 bytes, checksum: 6707a689cd15026898b5da6919074854 (MD5)Made available in DSpace by Luna Fabiana (fabiana.luna@seciu.edu.uy) on 2021-06-08T13:38:26Z (GMT). No. of bitstreams: 2 license_rdf: 19875 bytes, checksum: 9fdbed07f52437945402c4e70fa4773e (MD5) 10.121419-ECP214.pdf: 230298 bytes, checksum: 6707a689cd15026898b5da6919074854 (MD5) Previous issue date: 20198 h.application/pdfenengBernoulli Society for Mathematical Statistics and ProbabilityElectronic Communications in Probability, 2019, 24(17): 1-8Las 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 (CC - By 4.0)Gaussian fieldsNodal setsCrofton formulaKac-Rice formulaConditions for the finiteness of the moments of the volume of level setsArtículoinfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionreponame:COLIBRIinstname:Universidad de la Repúblicainstacron:Universidad de la RepúblicaArmentano, DiegoAzaïs, J.M.Ginsbourger, D.León, José RafaelLICENSElicense.txtlicense.txttext/plain; charset=utf-84267http://localhost:8080/xmlui/bitstream/20.500.12008/28107/5/license.txt6429389a7df7277b72b7924fdc7d47a9MD55CC-LICENSElicense_urllicense_urltext/plain; charset=utf-844http://localhost:8080/xmlui/bitstream/20.500.12008/28107/2/license_urla0ebbeafb9d2ec7cbb19d7137ebc392cMD52license_textlicense_texttext/html; charset=utf-838395http://localhost:8080/xmlui/bitstream/20.500.12008/28107/3/license_textd606c60c5d78967c4ed7a729e5bb402fMD53license_rdflicense_rdfapplication/rdf+xml; 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- Universidad de la Repúblicafalse
spellingShingle Conditions for the finiteness of the moments of the volume of level sets
Armentano, Diego
Gaussian fields
Nodal sets
Crofton formula
Kac-Rice formula
status_str publishedVersion
title Conditions for the finiteness of the moments of the volume of level sets
title_full Conditions for the finiteness of the moments of the volume of level sets
title_fullStr Conditions for the finiteness of the moments of the volume of level sets
title_full_unstemmed Conditions for the finiteness of the moments of the volume of level sets
title_short Conditions for the finiteness of the moments of the volume of level sets
title_sort Conditions for the finiteness of the moments of the volume of level sets
topic Gaussian fields
Nodal sets
Crofton formula
Kac-Rice formula
url https://hdl.handle.net/20.500.12008/28107