Kinematic formula for heterogeneous Gaussian related fields

Snigdha Panigrahi, Jonathan Taylor and Sreekar Vadlamani

Stochastic Processes and their Applications, 2019, vol. 129, issue 7, 2437-2465

Abstract: We provide a generalization of the Gaussian Kinematic Formula (GKF) in Taylor et al. (2006) for multivariate, heterogeneous Gaussian-related fields. The fields under consideration, f=F∘y, are non-Gaussian fields built out of smooth, independent Gaussian fields y=(y1,y2,..,yK) with heterogeneity in distribution amongst the individual building blocks. Our motivation comes from potential applications in the analysis of Cosmological Data (CMB). Specifically, future CMB experiments will be focusing on polarization data, typically modeled as isotropic vector-valued Gaussian related fields with independent, but non-identically distributed Gaussian building blocks; this necessitates such a generalization. Extending results (Taylor et al., 2006) to these more general Gaussian relatives with distributional heterogeneity, we present a generalized Gaussian Kinematic Formula (GKF). The GKF in this paper decouples the expected Euler characteristic of excursion sets into Lipschitz Killing Curvatures (LKCs) of the underlying manifold and certain Gaussian Minkowski Functionals (GMFs). These GMFs arise from Gaussian volume expansions of ellipsoidal tubes as opposed to the usual tubes in the Euclidean volume of tube formulae. The GMFs form a main contribution of this work that identifies this tubular structure and a corresponding volume of tubes expansion in which the GMFs appear.

Keywords: Random fields; Heterogeneous fields; Gaussian processes; Euler characteristic; Excursions; Kinematic formula; Tube formula (search for similar items in EconPapers)
Date: 2019
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2018.07.013

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