Random Fields and Geometry

Reviews / Votes

From the reviews:

Developing good bounds for the distribution of the suprema of a Gaussian field $f$, i.e., for the quantity $\Bbb{P}\{\sup_{t\in M}f(t)\ge u}$, has been for a long time both a difficult and an interesting subject of research. A thorough presentation of this problem is the main goal of the book under review, as is stated by the authors in its preface. The authors develop their results in the context of smooth Gaussian fields, where the parameter spaces $M$ are Riemannian stratified manifolds, and their approach is of a geometrical nature. The book is divided into three parts. Part I is devoted to the presentation of the necessary tools of Gaussian processes and fields. Part II concisely exposes the required prerequisites of integral and differential geometry. Finally, in part III, the kernel of the book, a formula for the expectation of the Euler characteristic function of an excursion set and its approximation to the distribution of the maxima of the field, is precisely established. The book is written in an informal style, which affords a very pleasant reading. Each chapter begins with a presentation of the matters to be addressed, and the footnotes, located throughout the text, serve as an indispensable complement and many times as historical references. The authors insist on the fact that this book should not only be considered as a theoretical adventure and they recommend a second volume where they develop indispensable applications which highlight all the power of their results. (José Rafael León for Mathematical Reviews)

"This book presents the modern theory of excursion probabilities and the geometry of excursion sets for . random fields defined on manifolds. ... The book is understandable for students . with a good background in analysis. ... The interdisciplinary nature of this book, the beauty and depth of the presented mathematical theory make it an indispensable part of every mathematical library and a bookshelfof all probabilists interested in Gaussian processes, random fields and their statistical applications." (Ilya S. Molchanov, Zentralblatt MATH, Vol. 1149, 2008)