Interest has been shown in Markovian sequences of geometric shapes. Mostly the equations for invariant probability measures over shape space are extremely complicated and multidimensional. This paper deals with rectangles which have a simple one-dimensional shape descriptor. We explore the invariant distributions of shape under a variety of randomised rules for splitting the rectangle into two sub-rectangles, with numerous methods for selecting the next shape in sequence. Many explicit results emerge. These help to fill a vacant niche in shape theory, whilst contributing at the same time, new distributions on [0,1] and interesting examples of Markov processes or, in the language of another discipline, of stochastic dynamical systems.

The distribution of the size of one connected component and the largest connected component of the excursion set is derived for stationary χ2, 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 χ2 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.

We note some interesting properties of the class of point processes which are Markov with respect to the ‘connected component’ relation. Results in the literature imply that this class is closed under random translation and independent cluster generation with almost surely non-empty clusters. We further prove that it is closed under superposition. A wide range of examples is also given.

In the high-level operations of computer vision it is taken for granted that image features have been reliably detected. This paper addresses the problem of feature extraction by scale-space methods. There has been a strong development in scale-space theory and its applications to low-level vision in the last couple of years. Scale-space theory for continuous signals is on a firm theoretical basis. However, discrete scale-space theory is known to be quite tricky, particularly for low levels of scale-space smoothing. The paper is based on two key ideas: to investigate the stochastic properties of scale-space representations and to investigate the interplay between discrete and continuous images. These investigations are then used to predict the stochastic properties of sub-pixel feature detectors.

The modeling of image acquisition, image interpolation and scale-space smoothing is discussed, with particular emphasis on the influence of random errors and the interplay between the discrete and continuous representations. In doing so, new results are given on the stochastic properties of discrete and continuous random fields. A new discrete scale-space theory is also developed. In practice this approach differs little from the traditional approach at coarser scales, but the new formulation is better suited for the stochastic analysis of sub-pixel feature detectors.

The interpolated images can then be analysed independently of the position and spacing of the underlying discretisation grid. This leads to simpler analysis of sub-pixel feature detectors. The analysis is illustrated for edge detection and correlation. The stochastic model is validated both by simulations and by the analysis of real images.

The germ-grain model is defined as the union of independent identically distributed compact random sets (grains) shifted by points (germs) of a point process. The paper introduces a family of stationary random measures in ℝd generated by germ-grain models and defined by the sum of contributions of non-overlapping parts of the individual grains. The main result of the paper is the central limit theorem for these random measures, which holds for rather general independently marked germ-grain models, including those with non-Poisson distribution of germs and non-convex grains. It is shown that this construction of random measures includes those random measures obtained by positively extended intrinsic volumes. In the Poisson case it is possible to prove a central limit theorem under weaker assumptions by using approximations by m-dependent random fields. Applications to statistics of the Boolean model are also discussed. They include a standard way to derive limit theorems for estimators of the model parameters.

For applications in spatial statistics, an important property of a random set X in ℝk is its first contact distribution. This is the distribution of the distance from a fixed point 0 to the nearest point of X, where distance is measured using scalar dilations of a fixed test set B. We show that, if B is convex and contains a neighbourhood of 0, the first contact distribution function FB is absolutely continuous. We give two explicit representations of FB, and additional regularity conditions under which FB is continuously differentiable. A Kaplan-Meier estimator of FB is introduced and its basic properties examined.

The present study deals with the existence of ‘nearest-neighbour’ type Gibbs models, introduced by Baddeley and Møller in 1989. In such models, the neighbourhood relation depends on the realization of the process. After giving new sufficient conditions to prove the existence of stationary Gibbs states, we deal with the first-nearest-neighbour model, the triplets Delaunay model, Ord's model and Markov connected component type models.

We approach sphere of influence graphs (SIGs) from a probabilistic perspective. Ordinary SIGs were first introduced by Toussaint as a type of proximity graph for use in pattern recognition, computer vision and other low-level vision tasks. A random sphere of influence graph (RSIG) is constructed as follows. Consider n points uniformly and independently distributed within the unit square in d dimensions. Around each point, Xi, draw an open ball (‘sphere of influence’) with radius equal to the distance to Xi's nearest neighbour. Finally, draw an edge between two points if their spheres of influence intersect. Asymptotically exact values for the expected number of edges in a RSIG are determined for all values of d; previously, just upper and lower bounds were known for this quantity. A modification of the Azuma-Hoeffding exponential inequality is employed to exhibit the sharp concentration of the number of edges around its expected value.

This paper considers a germ-grain model for a random system of non-overlapping spheres in ℝd for d = 1, 2 and 3. The centres of the spheres (i.e. the ‘germs’ for the ‘grains’) form a stationary Poisson process; the spheres result from a uniform growth process which starts at the same instant in all points in the radial direction and stops for any sphere when it touches any other sphere. Upper and lower bounds are derived for the volume fraction of space occupied by the spheres; simulation yields the values 0.632, 0.349 and 0.186 for d = 1, 2 and 3. The simulations also provide an estimate of the tail of the distribution function of the volume of a randomly chosen sphere; these tails are compared with those of two exponential distributions, of which one is a lower bound and is an asymptote at the origin, and the other has the same mean as the simulated distribution. An upper bound on the tail of the distribution is also an asymptote at the origin but has a heavier tail than either of these exponential distributions. More detailed information for the one-dimensional case has been found by Daley, Mallows and Shepp; relevant information is summarized, including the volume fraction 1 - e-1 = 0.63212 and the tail of the grain volume distribution e-yexp(e-y - 1), which is closer to the simulated tails for d = 2 and 3 than the exponential bounds.

We consider a class of random point and germ-grain processes, obtained using a rather natural weighting procedure. Given a Poisson point process, on each point one places a grain, a (possibly random) compact convex set. Let Ξ be the union of all grains. One can now construct new processes whose density is derived from an exponential of a linear combination of quermass functionals of Ξ. If only the area functional is used, then the area-interaction point process is recovered. New point processes arise if we include the perimeter length functional, or the Euler functional (number of components minus number of holes). The main question addressed by the paper is that of when the resulting point process is well-defined: geometric arguments are used to establish conditions for the point process to be stable in the sense of Ruelle.

A random spatial coverage process whose generating point process is homogeneous Poisson, and whose attached random sets are independent and identically distributed, is called a Boolean model. Motivated by Błaszczyszyn et al. [1], distributional and higher moment properties of the size of clumps (connected clusters of overlapping sets) in this model are derived. This provides some complements to the result on the finiteness of the first moment presented in Hall [3]. The key idea is to construct a certain coupling process for a multitype branching process that dominates the clump size.

Let X1, X2,… be i.i.d. random points in ℝ2 with distribution ν, and let Nn denote the number of points spanning the convex hull of X1, X2,…,Xn. We obtain lim infn→∞E(Nn)n-1/3 ≥ γ1 and E(Nn) ≤ γ2n1/3(logn)2/3 for some positive constants γ1, γ2 and sufficiently large n under the assumption that ν is a certain self-similar measure on the unit disk. Our main tool consists in a geometric application of the renewal theorem. Exactly the same approach can be adopted to prove the analogous result in ℝd.

A popular procedure in spatial data analysis is to fit a line segment of the form c(x) = 1 - α ||x||, ||x|| < 1, to observed correlations at (appropriately scaled) spatial lag x in d-dimensional space. We show that such an approach is permissible if and only if

the upper bound depending on the spatial dimension d. The proof relies on Matheron's turning bands operator and an extension theorem for positive definite functions due to Rudin. Side results and examples include a general discussion of isotropic correlation functions defined on d-dimensional balls.

Techniques currently available in the literature in dealing with problems in geometric probabilities seem to rely heavily on results from differential and integral geometry. This paper provides a radical departure in this respect. By using purely algebraic procedures and making use of some properties of Jacobians of matrix transformations and functions of matrix argument, the distributional aspects of the random p-content of a p-parallelotope in Euclidean n-space are studied. The common assumptions of independence and rotational invariance of the random points are relaxed and the exact distributions and arbitrary moments, not just integer moments, are derived in this article. General real matrix-variate families of distributions, whose special cases include the mulivariate Gaussian, a multivariate type-1 beta, a multivariate type-2 beta and spherically symmetric distributions, are considered.

We consider a random measure for which distribution is invariant under the action of a standard transformation group. The reduced moments are defined by applying classical theorems on invariant measure decomposition. We present a general method for constructing unbiased estimators of reduced moments. Several asymptotic results are established under an extension of the Brillinger mixing condition. Examples related to stochastic geometry are given.

A parametric family of completely random measures, which includes gamma random measures, positive stable random measures as well as inverse Gaussian measures, is defined. In order to develop models for clustered point patterns with dependencies between points, the family is used in a shot-noise construction as intensity measures for Cox processes. The resulting Cox processes are of Poisson cluster process type and include Poisson processes and ordinary Neyman-Scott processes.

We show characteristics of the completely random measures, illustrated by simulations, and derive moment and mixing properties for the shot-noise random measures. Finally statistical inference for shot-noise Cox processes is considered and some results on nearest-neighbour Markov properties are given.

Recently in the paper by Møller and Zuyev (1996), the following Gamma-type result was established. Given n points of a homogeneous Poisson process defining a random figure, its volume is Γ(n,λ) distributed, where λ is the intensity of the process. In this paper we give an alternative description of the class of random sets for which the Gamma-type results hold. We show that it corresponds to the class of stopping sets with respect to the natural filtration of the point process with certain scaling properties. The proof uses the martingale technique for directed processes, in particular, an analogue of Doob's optional sampling theorem proved in Kurtz (1980). As well as being compact, this approach provides a new insight into the nature of geometrical objects constructed with respect to a Poisson point process. We show, in particular, that in this framework the probability that a point is covered by a stopping set does not depend on whether it is a point of the process or not.

Consider the basic location problem in which k locations from among n given points X1,…,Xn are to be chosen so as to minimize the sum M(k; X1,…,Xn) of the distances of each point to the nearest location. It is assumed that no location can serve more than a fixed finite number D of points. When the Xi, i ≥ 1, are i.i.d. random variables with values in [0,1]d and when k = ⌈n/(D+1)⌉ we show that

where α := α(D,d) is a positive constant, f is the density of the absolutely continuous part of the law of X1, and c.c. denotes complete convergence.

In keeping with the intersection density of a stationary Poisson process of r-flats in Euclidean d-space, where r ≥ d/2, we introduce a notion of closeness, called proximity, for such processes if r < d/2. It is shown that the two notions are connected by a duality: the proximity of a stationary Poisson r-flat process is, up to a constant factor, the intersection density of a certain unique stationary Poisson (d − r)-flat process.

In earlier work, we investigated the dynamics of shape when rectangles are split into two. Further exploration, into the more general issues of Markovian sequences of rectangular shapes, has identified four particularly appealing problems. These problems, which lead to interesting invariant distributions on [0,1], have motivating links with the classical works of Blaschke, Crofton, D. G. Kendall, Rényi and Sulanke.