How fast can the chord-length distribution decay?

Yann Demichel (1) , Anne Estrade (1) , Marie Kratz (1) , Gennady Samorodnitsky (2)

1 MAP5 - Mathématiques Appliquées à Paris 5
2 ORIE - School of Operations Research and Information Engineering

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.

Mots clés: chord-length; crossings; Gaussian fields; bi-phasic medium; tail of distribution

Domaines: Probabilités [math.PR]

Yann Demichel, Anne Estrade, Marie Kratz, Gennady Samorodnitsky. How fast can the chord-length distribution decay?. 2009. ⟨hal-00419202v1⟩