光滑平稳高斯场的结合概率的渐近公式

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
Viet-Hung Pham
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引用次数: 0

摘要

。设{X i (t): t∈S∧R d} i = 1,2,…,n是平稳中心高斯场的独立副本,样本路径几乎肯定是光滑的。在本文中,我们对定义为P(∃t∈S: X i (t)≥u,∀i = 1,2,…)的联结概率感兴趣。, n)表示给定阈值水平u。当u→∞时,我们将给出合取概率的渐近公式。这个渐近公式是由局部极大点集合的体积性质导出的。该证明依赖于Azaïs和Wschebor(2014)的结果,该结果描述了平稳中心高斯场的偏移集的形状。我们的结果部分地证实了欧拉特征方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields
. Let { X i ( t ) : t ∈ S ⊂ R d } i =1 , 2 ,...,n be independent copies of a stationary centered Gaussian field with almost surely smooth sample paths. In this paper, we are interested in the conjunction probability defined as P ( ∃ t ∈ S : X i ( t ) ≥ u, ∀ i = 1 , 2 , . . . , n ) for a given threshold level u . As u → ∞ , we will provide an asymptotic formula for the conjunction probability. This asymptotic formula is derived from the behaviour of the volume of the set of local maximum points. The proof relies on a result of Azaïs and Wschebor (2014) describing the shape of the excursion set of a stationary centered Gaussian field. Our result partially confirms the validity of the Euler characteristic method.
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来源期刊
CiteScore
1.10
自引率
0.00%
发文量
48
期刊介绍: ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.
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