On the linear combination of the Gaussian and student’s t random field and the integral geometry of its excursion sets

Ola Ahmad and Jean-Charles Pinoli

Statistics & Probability Letters, 2013, vol. 83, issue 2, 559-567

Abstract: In this paper, a random field, denoted by GTβν, is defined from the linear combination of two independent random fields, one is a Gaussian random field and the second is a student’s t random field with ν degrees of freedom scaled by β. The goal is to give the analytical expressions of the expected Euler–Poincaré characteristic of the GTβν excursion sets on a compact subset S of R2. The motivation comes from the need to model the topography of 3D rough surfaces represented by a 3D map of correlated and randomly distributed heights with respect to a GTβν random field. The analytical and empirical Euler–Poincaré characteristics are compared in order to test the GTβν model on the real surface.

Keywords: Gaussian random field; Student’s t random field; Excursion sets; Minkowski functionals; Euler–Poincaré characteristic (search for similar items in EconPapers)
Date: 2013
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771521200394X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:2:p:559-567

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2012.10.022

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().