A central limit theorem for integrals of random waves

DOI10.1515/CRELLE-2021-0082MaRDI QIDQ2121983zbMATH OpenOpenAlexWikidataFDO

Authors Marius Lemm, Matthew De Courcy-Ireland

Publication date 5 April 2022

Published in Journal für die Reine und Angewandte Mathematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.06558

zbMATH Keywords

characteristic functionconcentratioin inequalityGaussian distributionrandom waveWeyl law

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

Abstract: We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl law. The key technical step is an estimate capturing some cancellation in a triple integral of Bessel functions, which we achieve using Gegenbauer's addition formula.

Review text

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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Cited in

(5)

• Almost-sure asymptotics for Riemannian random waves
• scientific article; zbMATH DE number 4174092 (Why is no real title available?)
• Central limit theorem for wave-functionals of Gaussian processes
• Spherical Poisson waves
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