On the excursion area of perturbed Gaussian fields

Author:

Di Bernardino Elena,Estrade Anne,Rossi Maurizia

Abstract

We investigate Lipschitz-Killing curvatures for excursion sets of random fields on ℝ2under a very specific perturbation, namely a small spatial-invariant random perturbation with zero mean. An expansion formula for mean curvatures is derived when the magnitude of the perturbation vanishes, which recovers the Gaussian Kinematic Formula at the limit by contiguity of the model. We develop an asymptotic study of the perturbed excursion area behaviour that leads to a quantitative non-Gaussian limit theorem, in Wasserstein distance, for fixed small perturbations and growing domain. When letting both the perturbation vanish and the domain grow, a standard Central Limit Theorem follows. Taking advantage of these results, we propose an estimator for the perturbation variance which turns out to be asymptotically normal and unbiased, allowing to make inference through sparse information on the field.

Publisher

EDP Sciences

Subject

Statistics and Probability

Reference34 articles.

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