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Article Dans Une Revue Advances in Applied Probability Année : 2011

How fast can the chord-length distribution decay?

Résumé

The modelling of random bi-phasic, or porous, media has been, and still is, under active investigation by mathematicians, physicists or physicians. In this paper we consider a thresholded random process $X$ as a source of the two phases. The intervals when $X$ is in a given phase, named chords, are the subject of interest. We focus on the study of the tails of the chord-length distribution functions. In the literature, different types of the tail behavior have been reported, among them exponential-like or power-like decay. We look for the link between the dependence structure of the underlying thresholded process $X$ and the rate of decay of the chord-length distribution. When the process $X$ is a stationary Gaussian process, we relate the latter to the rate at which the covariance function of $X$ decays at large lags. We show that exponential, or nearly exponential, decay of the tail of the distribution of the chord-lengths is very common, perhaps surprisingly so.
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Dates et versions

hal-00419202 , version 1 (22-09-2009)
hal-00419202 , version 2 (22-07-2011)

Identifiants

  • HAL Id : hal-00419202 , version 2

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Yann Demichel, Anne Estrade, Marie Kratz, Gennady Samorodnitsky. How fast can the chord-length distribution decay?. Advances in Applied Probability, 2011, 43 (2), pp.504-523. ⟨hal-00419202v2⟩
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