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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/9444
Title: Excursion Sets Of Stable Random Fields
Authors: Adler, Robert J.
Samorodnitsky, Gennady
Taylor, Jonathan E.
Keywords: Stable Random Fields
Issue Date: 18-Jan-2008
Series/Report no.: 1467
Abstract: Studying the geometry generated by Gaussian and Gaussian-related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this paper we look at three classes of stable random fields, and obtain asymptotic formulae for the mean values of various geometric characteristics of their excursion sets over high levels. While the formulae are asymptotic, they contain enough information to show that not only do stable random fields exhibit geometric behaviour very different from that of Gaussian fields, but they also differ significantly among themselves.
URI: http://hdl.handle.net/1813/9444
Appears in Collections:ORIE Technical Reports

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