Bicovariograms and Euler characteristic of random fields excursions - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2019

Bicovariograms and Euler characteristic of random fields excursions

Résumé

Let f be a C1 bivariate function with Lipschitz derivatives, and F = {x ∈ R2 : f(x) λ} an upper level set of f, with λ ∈ R. We present a new identity giving the Euler charac- teristic of F in terms of its three-points indicator functions. A bound on the number of connected components of F in terms of the values of f and its gradient, valid in higher dimensions, is also derived. In dimension 2, if f is a random field, this bound allows to pass the former identity to expectations if f’s partial derivatives have Lipschitz constants with finite moments of sufficiently high order, without requiring bounded conditional den- sities. This approach provides an expression of the mean Euler characteristic in terms of the field’s third order marginal. Sufficient conditions and explicit formulas are given for Gaussian fields, relaxing the usual C2 Morse hypothesis.
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Dates et versions

hal-01207503 , version 1 (01-10-2015)
hal-01207503 , version 2 (23-03-2017)
hal-01207503 , version 3 (15-11-2017)
hal-01207503 , version 4 (07-12-2018)

Identifiants

Citer

Raphaël Lachièze-Rey. Bicovariograms and Euler characteristic of random fields excursions. Stochastic Processes and their Applications, 2019, 129 (11), pp.4687-4703. ⟨10.1016/j.spa.2018.12.006⟩. ⟨hal-01207503v4⟩
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