Sojourn measures of Student and Fisher-Snedecor random fields

Limit theorems for the volumes of excursion sets of weakly and strongly dependent heavy-tailed random fields are proved. Some generalizations to sojourn measures above moving levels and for cross-correlated scenarios are presented. Special attention is paid to Student and Fisher-Snedecor random fields. Some simulation results are also presented.Comment: Published in at http://dx.doi.org/10.3150/13-BEJ529 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Morphological Image Analysis of Quantum Motion in Billiards

Morphological image analysis is applied to the time evolution of the probability distribution of a quantum particle moving in two and three-dimensional billiards. It is shown that the time-averaged Euler characteristic of the probability density provides a well defined quantity to distinguish between classically integrable and non-integrable billiards. In three dimensions the time-averaged mean breadth of the probability density may also be used for this purpose.Comment: Major revision. Changes include a more detailed discussion of the theory and results for 3 dimensions. Now: 10 pages, 9 figures (some are colored), 3 table

High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere

In this paper, we shall be concerned with geometric functionals and excursion probabilities for some nonlinear transforms evaluated on Fourier components of spherical random fields. In particular, we consider both random spherical harmonics and their smoothed averages, which can be viewed as random wavelet coefficients in the continuous case. For such fields, we consider smoothed polynomial transforms; we focus on the geometry of their excursion sets, and we study their asymptotic behaviour, in the high-frequency sense. We focus on the analysis of Euler-Poincar\'{e} characteristics, which can be exploited to derive extremely accurate estimates for excursion probabilities. The present analysis is motivated by the investigation of asymmetries and anisotropies in cosmological data. The statistics we focus on are also suitable to deal with spherical random fields which can only be partially observed, the canonical example being provided by the masking effect of the Milky Way on Cosmic Microwave Background (CMB) radiation data.Comment: Published at http://dx.doi.org/10.1214/15-AAP1097 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Second order analysis of geometric functionals of Boolean models

This paper presents asymptotic covariance formulae and central limit theorems for geometric functionals, including volume, surface area, and all Minkowski functionals and translation invariant Minkowski tensors as prominent examples, of stationary Boolean models. Special focus is put on the anisotropic case. In the (anisotropic) example of aligned rectangles, we provide explicit analytic formulae and compare them with simulation results. We discuss which information about the grain distribution second moments add to the mean values.Comment: Chapter of the forthcoming book "Tensor Valuations and their Applications in Stochastic Geometry and Imaging" in Lecture Notes in Mathematics edited by Markus Kiderlen and Eva B. Vedel Jensen. (The second version mainly resolves minor LaTeX problems.

Parametric Inference for Biological Sequence Analysis

One of the major successes in computational biology has been the unification, using the graphical model formalism, of a multitude of algorithms for annotating and comparing biological sequences. Graphical models that have been applied towards these problems include hidden Markov models for annotation, tree models for phylogenetics, and pair hidden Markov models for alignment. A single algorithm, the sum-product algorithm, solves many of the inference problems associated with different statistical models. This paper introduces the \emph{polytope propagation algorithm} for computing the Newton polytope of an observation from a graphical model. This algorithm is a geometric version of the sum-product algorithm and is used to analyze the parametric behavior of maximum a posteriori inference calculations for graphical models.Comment: 15 pages, 4 figures. See also companion paper "Tropical Geometry of Statistical Models" (q-bio.QM/0311009

Explicit excluded volume of cylindrically symmetric convex bodies

We represent explicitly the excluded volume Ve{B1,B2} of two generic cylindrically symmetric, convex rigid bodies, B1 and B2, in terms of a family of shape functionals evaluated separately on B1 and B2. We show that Ve{B1,B2} fails systematically to feature a dipolar component, thus making illusory the assignment of any shape dipole to a tapered body in this class. The method proposed here is applied to cones and validated by a shape-reconstruction algorithm. It is further applied to spheroids (ellipsoids of revolution), for which it shows how some analytic estimates already regarded as classics should indeed be emended