Two-dimensional Kac-Rice formula. Application to shot noise processes excursions

Abstract : Given a deterministic function f : R 2 → R satisfying suitable assumptions , we show that for h smooth with compact support, R χ({f u})h(u)du = R 2 γ(x, f, h)dx, where χ({f u}) is the Euler characteristic of the excursion set of f above the level u, and γ(x, f, h) is a bounded function depending on ∇f (x), h(f (x)), h ′ (f (x)) and ∂ ii f (x), i = 1, 2. This formula can be seen as a 2-dimensional analogue of Kac-Rice formula. It yields in particular that the left hand member is continuous in the argument f , for an appropriate norm on the space of C 2 functions. If f is a random field, the expectation can be passed under integrals in this identity under minimal requirements, not involving any density assumptions on the marginals of f or his derivatives. We apply these results to give a weak expression of the mean Euler characteristic of a shot noise process, and the finiteness of its moments.
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Pré-publication, Document de travail
MAP5 2016-18. 2016
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https://hal.archives-ouvertes.fr/hal-01346935
Contributeur : Raphael Lachieze-Rey <>
Soumis le : mercredi 20 juillet 2016 - 07:37:02
Dernière modification le : mardi 11 octobre 2016 - 14:47:14

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  • HAL Id : hal-01346935, version 1
  • ARXIV : 1607.05467

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Raphaël Lachièze-Rey. Two-dimensional Kac-Rice formula. Application to shot noise processes excursions. MAP5 2016-18. 2016. <hal-01346935>

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