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Random fields of bounded variation and computation of their variation intensity

Authors :
Bruno Galerne
Mathématiques Appliquées à Paris 5 ( MAP5 - UMR 8145 )
Université Paris Descartes - Paris 5 ( UPD5 ) -Institut National des Sciences Mathématiques et de leurs Interactions-Centre National de la Recherche Scientifique ( CNRS )
Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145)
Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS)
MAP5 - Mathématiques Appliquées à Paris 5 (MAP5)
Université Paris Descartes - Paris 5 (UPD5) - Institut National des Sciences Mathématiques et de leurs Interactions - Centre National de la Recherche Scientifique (CNRS)
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.

Details

ISSN :
14756064 and 00018678
Volume :
48
Database :
OpenAIRE
Journal :
Advances in Applied Probability
Accession number :
edsair.doi.dedup.....75804188e01dcdd7d88c594a1ab770b8