On the excursion area of perturbed Gaussian fields

Elena Di Bernardino (1) , Anne Estrade (2) , Maurizia Rossi (3)

1 CEDRIC - Centre d'études et de recherche en informatique et communications
2 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5
3 UNIMIB - Università degli Studi di Milano-Bicocca = University of Milano-Bicocca

We investigate Lipschitz-Killing curvatures for excursion sets of random fields on ℝ2 under a very specific perturbation, namely a small spatial-invariant random perturbation with zero mean. An expansion formula for mean curvatures is derived when the magnitude of the perturbation vanishes, which recovers the Gaussian Kinematic Formula at the limit by contiguity of the model. We develop an asymptotic study of the perturbed excursion area behaviour that leads to a quantitative non-Gaussian limit theorem, in Wasserstein distance, for fixed small perturbations and growing domain. When letting both the perturbation vanish and the domain grow, a standard Central Limit Theorem follows. Taking advantage of these results, we propose an estimator for the perturbation variance which turns out to be asymptotically normal and unbiased, allowing to make inference through sparse information on the field.

Mots clés: LK curvatures; Gaussian fields; perturbed fields; quantitative limit theorems; sojourn times; sparse inference for random fields; spatial-invariant random perturbations

Domaines: Mathématiques [math]

Elena Di Bernardino, Anne Estrade, Maurizia Rossi. On the excursion area of perturbed Gaussian fields. ESAIM: Probability and Statistics, 2020, 24, pp.252-274. ⟨10.1051/ps/2020002⟩. ⟨hal-02904016⟩