On a general Kac-Rice formula for the measure of a level set

TL;DR

This paper extends the Kac-Rice formula to compute the measure of level sets of general random fields, including non-Gaussian cases, with applications in various scientific fields.

Contribution

It provides a general Kac-Rice formula for the Hausdorff measure of level sets of non-Gaussian random fields, broadening the scope of previous results.

Findings

Established a weak condition for level set rectifiability.

Derived a general Kac-Rice formula for Hausdorff measure.

Applied results to diverse fields like microlensing and shot-noise.

Abstract

Let $X(\cdot) $ be a random field $\mathbb{R}^D \to \mathbb{R}^d$, $D\geq d$. We first studied the level set $X^{-1}( u) $, $u \in \mathbb{R}^d$. In particular we gave a weak condition for this level set to be rectifiable. Then, we established a Kac-Rice formula to compute the $D-d$ Hausdorff measure. Our results extend known results, particularly in the non-Gaussian case where we obtained a very general result. We conclude with several extensions and examples of application, including functions of Gaussian random field, zeroes of the likelihood, gravitational microlensing, shot-noise.