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We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered , unit variance Gaussian process f. Using a point process representation of the error, valid for arbitrary smooth processes, we show that the error is in general exponentially smaller than any of the terms in the approximation.(More)
RANDOM FIELDS AND GEOMETRY published with Springer in 2007, but rather a companion volume, still under production, that gives a simpler version of the theory of the first book as well as lots of applications. You can find the original Random Fields and Geometry on the Springer site. Meanwhile, enjoy what is available of the second volume, and keep in mind(More)
We consider smooth, infinitely divisible random fields X(t), t ∈ M , M ⊂ R d , with regularly varying Lévy measure, and are interested in the geometric characteristics of the excursion sets Au = t ∈ M : X(t) > u over high levels u. For a large class of such random fields we compute the u → ∞ asymptotic joint distribution of the numbers of critical points,(More)