Gaussian processes, kinematic formulae and Poincare's limit

  • Date: 10/24/2006

Robert Adler (Technion - Israel Institute of Technology)


University of British Columbia


The main aim of this talk will be to prove the specific result that the
mean invariant measures of the excursion sets f^{-1}(D) of the
vector-valued isotropic Gaussian process f on the n-sphere have a
specific form, highly reminiscent of the Kinematic Fundamental Formula
of classical Euclidean Integral Geometry.

I will also explain why this very special result has broad implications
for other smooth Gaussian and related processes on far more general
parameter spaces, and what some of their applications are.

This is joint work with Jonathan Taylor.

Other Information: 

Probability Seminar 2006