Identification and isotropy characterization of deformed random fields through excursion sets

Julie Fournier (1)

1 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5

A deterministic application θ : R^2 → R^2 deforms bijectively and regularly the plane and allows to build a deformed random field X • θ : R^2 → R from a regular, stationary and isotropic random field X : R^2 → R. The deformed field X • θ is in general not isotropic (and not even stationary), however we give an explicit characterization of the deformations θ that preserve the isotropy. Further assuming that X is Gaussian, we introduce a weak form of isotropy of the field X • θ, defined by an invariance property of the mean Euler characteristic of some of its excursion sets. Deformed fields satisfying this property are proved to be strictly isotropic. Besides, assuming that the mean Euler characteristic of excursions sets of X • θ over some basic domains is known, we are able to identify θ.

Mots clés: Random fields; Space deformation; Isotropy; Excursion sets; Euler characteristic

Domaines: Mathématiques [math]

Julie Fournier. Identification and isotropy characterization of deformed random fields through excursion sets. Advances in Applied Probability, 2017, 50 (3). ⟨hal-01495157⟩