Random Fields and Geometry

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Format: Hardcover
Pub. Date: 2007-07-01
Publisher(s): Springer Nature
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Summary

This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. The three parts to the monograph are quite distinct. Part I presents a user-friendly yet comprehensive background to the general theory of Gaussian random fields, treating classical topics such as continuity and boundedness, entropy and majorizing measures, Borell and Slepian inequalities. Part II gives a quick review of geometry, both integral and Riemannian, to provide the reader with the material needed for Part III, and to give some new results and new proofs of known results along the way. Topics such as Crofton formulae, curvature measures for stratified manifolds, critical point theory, and tube formulae are covered. In fact, this is the only concise, self-contained treatment of all of the above topics, which are necessary for the study of random fields. The new approach in Part III is devoted to the geometry of excursion sets of random fields and the related Euler characteristic approach to extremal probabilities."Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory. These applications, to appear in a forthcoming volume, will cover areas as widespread as brain imaging, physical oceanography, and astrophysics.

Table of Contents

Prefacep. V
Gaussian Processes
Gaussian Fieldsp. 7
Random Fieldsp. 7
Gaussian Variables and Fieldsp. 8
Boundedness and Continuityp. 11
Examplesp. 20
Fields on R[superscript N]p. 20
Differentiability on R[superscript N]p. 22
The Brownian Family of Processesp. 24
Generalized Fieldsp. 30
Set-Indexed Processesp. 36
Non-Gaussian Processesp. 40
Majorizing Measuresp. 41
Gaussian Inequalitiesp. 49
Borell-TIS Inequalityp. 49
Comparison Inequalitiesp. 57
Orthogonal Expansionsp. 65
The General Theoryp. 66
The Karhunen-Loeve Expansionp. 70
Excursion Probabilitiesp. 75
Entropy Boundsp. 76
Processes with a Unique Point of Maximal Variancep. 86
Examplesp. 89
Extensionsp. 93
The Double-Sum Methodp. 95
Local Maxima and Excursion Probabilitiesp. 96
Stationary Fieldsp. 101
Basic Stationarityp. 101
Stochastic Integrationp. 103
Moving Averagesp. 105
Spectral Representations on R[superscript N]p. 109
Spectral Momentsp. 112
Constant Variancep. 114
Isotropyp. 115
Stationarity over Groupsp. 119
Geometry
Integral Geometryp. 127
Basic Integral Geometryp. 127
Excursion Sets Againp. 134
Intrinsic Volumesp. 141
Differential Geometryp. 149
Manifoldsp. 149
Tensor Calculusp. 154
Riemannian Manifoldsp. 160
Integration on Manifoldsp. 166
Curvaturep. 171
Intrinsic Volumes for Riemannian Manifoldsp. 175
A Euclidean Examplep. 176
Piecewise Smooth Manifoldsp. 183
Whitney Stratified Spacesp. 184
Locally Convex Spacesp. 188
Cone Spacesp. 190
Critical Point Theoryp. 193
Critical Pointsp. 193
The Normal Morse Indexp. 195
The Indexp. 195
Generalized Tangent Spaces and Tame Manifoldsp. 196
Regular Stratified Manifoldsp. 198
The Index on Intersections of Setsp. 198
Morse's Theorem for Stratified Spacesp. 206
Morse Functionsp. 206
Morse's Theoremp. 207
The Euclidean Casep. 210
Volume of Tubesp. 213
The Volume-of-Tubes Problemp. 215
Volume of Tubes and Gaussian Processesp. 216
Local Geometry of Tube(M, [rho])p. 219
Basic Structure of Tubesp. 220
Stratifying the Tubep. 222
Computing the Volume of a Tubep. 223
First Stepsp. 223
An Intermediate Computationp. 224
Subsets of R[superscript l]p. 225
Subsets of Spheresp. 230
Weyl's Tube Formulap. 231
Volume of Tubes and Gaussian Processes, Continuedp. 242
Intrinsic Volumes for Whitney Stratified Spacesp. 244
Alternative Representation of the Curvature Measuresp. 249
Breakdown of Weyl's Tube Formulap. 249
Generalized Lipschitz-Killing Curvature Measuresp. 250
The Generalized Curvature Measuresp. 251
Surface Measure on the Boundary of a Tubep. 252
Series Expansions for the Gaussian Measure of Tubesp. 254
The Geometry of Random Fields
Random Fields on Euclidean Spacesp. 263
Rice's Formulap. 263
An Expectation Metatheoremp. 266
Suitable Regularity and Morse Functionsp. 280
An Alternate Proof of the Metatheoremp. 283
Higher Momentsp. 284
Preliminary Gaussian Computationsp. 286
The Mean Euler Characteristicp. 289
Mean Intrinsic Volumesp. 298
On the Importance of Stationarityp. 299
Random Fields on Manifoldsp. 301
The Metatheorem on Manifoldsp. 301
Riemannian Structure Induced by Gaussian Fieldsp. 305
Connections and Curvaturesp. 306
Some Covariancesp. 308
Gaussian Fields on R[superscript N]p. 310
Another Gaussian Computationp. 312
The Mean Euler Characteristicp. 315
Manifolds without Boundaryp. 315
Manifolds with Boundaryp. 317
Examplesp. 323
Chern-Gauss-Bonnet Theoremp. 327
Mean Intrinsic Volumesp. 331
Crofton's Formulap. 332
Mean Intrinsic Volumes: The Isotropic Casep. 333
A Gaussian Crofton Formulap. 334
Mean Intrinsic Volumes: The General Casep. 342
Two Gaussian Lemmasp. 343
Excursion Probabilities for Smooth Fieldsp. 349
On Global Supremap. 351
A First Representationp. 352
The Problem with the First Representationp. 354
A Second Representationp. 354
Random Fieldsp. 360
Suprema and Euler Characteristicsp. 362
Some Fine Tuningp. 365
Gaussian Fields with Constant Variancep. 368
Examplesp. 372
Stationary Processes on [0, T]p. 372
Isotropic Fields with Monotone Covariancep. 374
A Geometric Approachp. 376
The Cosine Fieldp. 382
Non-Gaussian Geometryp. 387
A Plan of Actionp. 389
A Representation for Mean Intrinsic Volumesp. 391
Proof of the Representationp. 392
Poincare's Limitp. 398
Kinematic Fundamental Formulasp. 400
The KFF on R[superscript n]p. 401
The KFF on S[subscript lambda] (R[superscript n])p. 402
A Model Process on the l-Spherep. 402
The Processp. 403
Mean Curvatures for the Model Processp. 404
The Canonical Gaussian Field on the l-Spherep. 410
Mean Curvatures for Excursion Setsp. 411
Implications for More General Fieldsp. 415
Warped Products of Riemannian Manifoldsp. 416
Warped Productsp. 417
A Second Fundamental Formp. 419
Non-Gaussian Mean Intrinsic Volumesp. 421
Examplesp. 425
The Gaussian Casep. 426
The [chi superscript 2] Casep. 427
The F Casep. 430
Referencesp. 435
Notation Indexp. 443
Subject Indexp. 445
Table of Contents provided by Ingram. All Rights Reserved.

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