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arXiv:1105.3839 [math.PR]AbstractReferencesReviewsResources

Random fields and the geometry of Wiener space

Jonathan E. Taylor, Sreekar Vadlamani

Published 2011-05-19, updated 2013-07-25Version 2

In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube around a convex set $D\subset\mathbb{R}^k$ under the standard Gaussian law $N(0,I_{k\times k})$. Using these infinite dimensional extensions, we consider geometric properties of some smooth random fields in the spirit of [Random Fields and Geometry (2007) Springer] that can be expressed in terms of reasonably smooth Wiener functionals.

Comments: Published in at http://dx.doi.org/10.1214/11-AOP730 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2013, Vol. 41, No. 4, 2724-2754
Categories: math.PR
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