Title of article
The size of the connected components of excursion sets of x^2, t and F fields
Author/Authors
Cao، J. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
-578
From page
579
To page
0
Abstract
The distribution of the size of one connected component and the largest connected component of the excursion set is derived for stationary x^2, t and F fields, in the limit of high or low thresholds. This extends previous results for stationary Gaussian fields (Nosko 1969, Adler 1981) and for x^2 fields in one and two dimensions (Aronowich and Adler 1986, 1988). An application of this is to detect regional changes in positron emission tomography (PET) images of blood flow in human brain, using the size of the largest connected component of the excursion set as a test statistic.
Keywords
Stochastic control , portfolio theory , hedging strategies , martingales , option pricing , digital options , Optimal gambling
Journal title
Advances in Applied Probability
Serial Year
1999
Journal title
Advances in Applied Probability
Record number
81196
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