Excess and Deficiency of Extreme Multidimensional Random Fields

Abstract

Probability distributions and densities are derived for the excess and deficiency of the intensity or instantaneous energy (quasi-static power) associated with a $p$-dimensional random vector field. Explicit expressions for the exact distributions are obtained for arbitrary threshold levels, together with simple approximate functions for relatively high or low thresholds. It is shown that precise expressions only require an expansion of order $p-1$ in the ratio of the excess height to the threshold level. Numerical simulations validate the analytical results.