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Random fields of bounded variation and computation of their variation intensity
- Source :
- Advances in Applied Probability, Advances in Applied Probability, Applied Probability Trust, 2016, 48 (04), pp.947-971. 〈10.1017/apr.2016.60〉, Adv. in Appl. Probab. 48, no. 4 (2016), 947-971, Advances in Applied Probability, Applied Probability Trust, 2016, 48 (04), pp.947-971. ⟨10.1017/apr.2016.60⟩, MAP5 2014-25. 2014
- Publication Year :
- 2016
- Publisher :
- Cambridge University Press (CUP), 2016.
-
Abstract
- The main purpose of this paper is to define and characterize random fields of bounded variation, that is, random fields with sample paths in the space of functions of bounded variation, and to study their mean total variation. Simple formulas are obtained for the mean total directional variation of random fields, based on known formulas for the directional variation of deterministic functions. It is also shown that the mean variation of random fields with stationary increments is proportional to the Lebesgue measure, and an expression of the constant of proportionality, called thevariation intensity, is established. This expression shows, in particular, that the variation intensity depends only on the family of two-dimensional distributions of the stationary increment random field. When restricting to random sets, the obtained results give generalizations of well-known formulas from stochastic geometry and mathematical morphology. The interest of these general results is illustrated by computing the variation intensities of several classical stationary random field and random set models, namely Gaussian random fields and excursion sets, Poisson shot noises, Boolean models, dead leaves models, and random tessellations.
- Subjects :
- Statistics and Probability
Variation ratio
[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]
Multivariate random variable
Specific perimeter
germ–grain model
01 natural sciences
010104 statistics & probability
Germ-grain models
Stochastic simulation
stationary increment random field
Stationary increment random fields
60D05
0101 mathematics
MSC2010 subject classification: Primary 60G60
Secondary 60G17
60G51
Functions of bounded variation
Mathematics
60G60
Discrete mathematics
Random field
Variation intensity
Applied Mathematics
010102 general mathematics
Mathematical analysis
Random element
Stationary sequence
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Random variate
60G17
[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]
Stochastic geometry
Directional variation
Subjects
Details
- ISSN :
- 14756064 and 00018678
- Volume :
- 48
- Database :
- OpenAIRE
- Journal :
- Advances in Applied Probability
- Accession number :
- edsair.doi.dedup.....75804188e01dcdd7d88c594a1ab770b8