Excursions above a fixed level by n-dimensional random fields
- 1 March 1976
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 13 (02) , 276-289
- https://doi.org/10.1017/s0021900200094341
Abstract
For an n-dimensional random field X(t) we define the excursion set A of X(t) by A = [t ∊ S: X(t) ≧ u] for real u and compact S ⊂ Rn. We obtain a generalisation of the number of upcrossings of a one-dimensional stochastic process to random fields via a characteristic of the set A related to the Euler characteristic of differential topology. When X(t) is a homogeneous Gaussian field satisfying certain regularity conditions we obtain an explicit formula for the mean value of this characteristic.Keywords
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