ON A GENERAL KAC-RICE FORMULA FOR THE MEASURE OF A LEVEL SET

成果类型:
Article
署名作者:
Armentano, Diego; Azais, Jean-m arc; Leon, Jose afael
署名单位:
Universidad de la Republica, Uruguay; Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universidad de la Republica, Uruguay
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
DOI:
10.1214/25-AAP2158
发表日期:
2025
页码:
1828-1851
关键词:
perimeter number
摘要:
Let X() be a random field from R-D to R-d, where D >= d. We study the level set X-1(u), where u is an element of R-d. Specifically, we provide a weak condition for this level set to be rectifiable. Next, we establish the Kac-Rice formula to compute the (D-d)-dimensional Hausdorff measure. Our results extend previous work, particularly in the non-Gaussian case where we obtain a very general result. We conclude with several extensions and examples of applications, including functions of Gaussian random fields, zeros of the likelihood functions, gravitational microlensing, and shot-noise.
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