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.
Categories: math.PR