General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of these level sets is obtained when the second moment can be uniformly bounded. The conditions involve (i) the differentiability of the trajectories up to a certain order k, (ii) the finiteness of the moments of the k-th partial derivatives of the field up to another order, (iii) the boundedness of the joint density of the field and some of its derivatives. Particular attention is given to the shot noise processes and fields. Other applications include stationary Gaussian processes, Chi-square processes and r...
Let X be a real-valued stationary Gaussian random field defined on $R^d$ (d ≥ 1), with almost every ...
We discuss the generalized Rice formula approach to deriving long-run distributions of characteristi...
Publié in Adv. Appl. Probab. 48:3, 726-743 (2016). DOI : https://doi.org/10.1017/apr.2016.24When a r...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
For a smooth vectorial stationary Gaussian random field X : Ω × R d → R d , we give necessary and su...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
A timely and comprehensive treatment of random field theory with applications across diverse areas o...
International audienceThere exist two variants of the change of variables formula for multiple integ...
Given a deterministic function f : R 2 → R satisfying suitable assumptions , we show that for h smoo...
The book develops the fundamental ideas of the famous Kac-Rice formula for vectorvalued random field...
AbstractWe study the probability distribution F(u) of the maximum of smooth Gaussian fields defined ...
Numerous examples of applications from very diverse fields (Medicine, Astrophysics, Statistics, etc....
AbstractTangencies and level crossings of a random field X:Rm+×Ω→Rn (which is not necessarily Gaussi...
We show that there is “no stable free field of index α ∈ ( 1 , 2 ) ”, in the following sens...
AbstractA formula is proved for the expectation of the (d−1)-dimensional measure of the intersection...
Let X be a real-valued stationary Gaussian random field defined on $R^d$ (d ≥ 1), with almost every ...
We discuss the generalized Rice formula approach to deriving long-run distributions of characteristi...
Publié in Adv. Appl. Probab. 48:3, 726-743 (2016). DOI : https://doi.org/10.1017/apr.2016.24When a r...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
For a smooth vectorial stationary Gaussian random field X : Ω × R d → R d , we give necessary and su...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
A timely and comprehensive treatment of random field theory with applications across diverse areas o...
International audienceThere exist two variants of the change of variables formula for multiple integ...
Given a deterministic function f : R 2 → R satisfying suitable assumptions , we show that for h smoo...
The book develops the fundamental ideas of the famous Kac-Rice formula for vectorvalued random field...
AbstractWe study the probability distribution F(u) of the maximum of smooth Gaussian fields defined ...
Numerous examples of applications from very diverse fields (Medicine, Astrophysics, Statistics, etc....
AbstractTangencies and level crossings of a random field X:Rm+×Ω→Rn (which is not necessarily Gaussi...
We show that there is “no stable free field of index α ∈ ( 1 , 2 ) ”, in the following sens...
AbstractA formula is proved for the expectation of the (d−1)-dimensional measure of the intersection...
Let X be a real-valued stationary Gaussian random field defined on $R^d$ (d ≥ 1), with almost every ...
We discuss the generalized Rice formula approach to deriving long-run distributions of characteristi...
Publié in Adv. Appl. Probab. 48:3, 726-743 (2016). DOI : https://doi.org/10.1017/apr.2016.24When a r...