
We consider smooth, infinitely divisible random fields $(X(t),t\in M)$, $M\subset {\mathbb{R}}^d$, with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets \[A_u=\{t\in M:X(t)>u\}\] over high levels u. For a large class of such random fields, we compute the $u\to\infty$ asymptotic joint distribution of the numbers of critical points, of various types, of X in $A_u$, conditional on $A_u$ being nonempty. This allows us, for example, to obtain the asymptotic conditional distribution of the Euler characteristic of the excursion set. In a significant departure from the Gaussian situation, the high level excursion sets for these random fields can have quite a complicated geometry. Whereas in the Gaussian case nonempty excursion sets are, with high probability, roughly ellipsoidal, in the more general infinitely divisible setting almost any shape is possible.
Published in at http://dx.doi.org/10.1214/11-AOP738 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
infinitely divisible random fields, geometry, 330, critical points, moving average, 510, Stationary stochastic processes, FOS: Mathematics, Sample path properties, Morse theory, 60D05, excursion sets, 60G60, infinitely divisible random field, Probability (math.PR), critical point, Stable stochastic processes, 60G17, excursion set, Infinitely divisible random fields, Random fields, Geometric probability and stochastic geometry, extrema, Euler characteristic, 60G10, Mathematics - Probability, 60G52
infinitely divisible random fields, geometry, 330, critical points, moving average, 510, Stationary stochastic processes, FOS: Mathematics, Sample path properties, Morse theory, 60D05, excursion sets, 60G60, infinitely divisible random field, Probability (math.PR), critical point, Stable stochastic processes, 60G17, excursion set, Infinitely divisible random fields, Random fields, Geometric probability and stochastic geometry, extrema, Euler characteristic, 60G10, Mathematics - Probability, 60G52
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