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Please use this identifier to cite or link to this item:
http://hdl.handle.net/1813/13700
| Title: | How Fast Can the Chord-Length Distribution Decay? |
| Authors: | Demichel, Yann Estrade, Anne Kratz, Marie Samorodnitsky, Gennady |
| Keywords: | chord lengths crossings Gaussian fields bi-phasic medium tail of distribution |
| Issue Date: | 21-Sep-2009 |
| Abstract: | The modelling of random bi-phasic, or porous, media has been, and still is,
under active investigation by mathematicians, physicists or physicians. In this
paper we consider a thresholded random process X as a source of the two
phases. The intervals when X is in a given phase, named chords, are the
subject of interest. We focus on the study of the tails of the chord-length
distribution functions. In the literature, different types of the tail behavior
have been reported, among them exponential-like or power-like decay. We look
for the link between the dependence structure of the underlying thresholded
process X and the rate of decay of the chord-length distribution. When the
process X is a stationary Gaussian process, we relate the latter to the rate
at which the covariance function of $X$ decays at large lags. We show that
exponential, or nearly exponential, decay of the tail of the distribution of
the chord-lengths is very common, perhaps surprisingly so. |
| URI: | http://hdl.handle.net/1813/13700 |
| Appears in Collections: | ORIE Technical Reports
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