Yann Demichel (MAP5)

How fast can the chord-length distribution decay?

vendredi 20 novembre 2009, 14h00 - 15h00

Salle de réunion, espace Turing


(joint work with Anne Estrade, Marie Kratz and Gennady Samorodnitsky)

The modelling of random bi-phasic, or porous, media has been, and still is,
under active investigation by mathematicians, physicists or physicians. In
this
paper we consider a thresholded random process $X$ as a source of the two
phases. The intervals when $X$ is in a given phase, named chords, are the
subject of interest. We focus on the study of the tails of the chord-length
distribution functions. In the literature, different types of the tail
behavior
have been reported, among them exponential-like or power-like decay. We look
for the link between the dependence structure of the underlying thresholded
process $X$ and the rate of decay of the chord-length distribution. When the
process $X$ is a stationary Gaussian process, we relate the latter to the
rate
at which the covariance function of $X$ decays at large lags. We show that
exponential, or nearly exponential, decay of the tail of the distribution of
the chord-lengths is very common, perhaps surprisingly so.