A central limit theorem for integrals of random waves (Q2121983)
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English | A central limit theorem for integrals of random waves |
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A central limit theorem for integrals of random waves (English)
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5 April 2022
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For a compact Riemannian manifold \(M\) in three or more dimensions, the authors establish a central limit theorem for integrals of the form \(\int_B\phi^2\), where \(\phi:M\to\mathbb{R}\) is a random wave, and the ball \(B\) reduces in size with the wavelength of \(\phi\). Their main result is an estimate of the characteristic function of a suitably normalised version of this integral, which gives convergence in distribution to a Gaussian limit. The proof uses a lower bound on the second moment and an upper bound on the third moment. The authors also establish an asymptotic concentration inequality for this integral which holds in some parameter ranges.
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characteristic function
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random wave
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Gaussian distribution
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Weyl law
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concentratioin inequality
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