Smoothness and monotonicity of the excursion set density of planar Gaussian fields

DOI10.1214/20-EJP470zbMATH Open1455.60069arXiv1905.09759OpenAlexW2944905456MaRDI QIDQ2201507FDOQ2201507

Stephen Muirhead, D. Beliaev, Michael McAuley

Publication date: 29 September 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Nazarov and Sodin have shown that the number of connected components of the nodal set of a planar Gaussian field in a ball of radius $R$, normalised by area, converges to a constant as $Roinfty$. This has been generalised to excursion/level sets at arbitrary levels, implying the existence of functionals $c_{ES}(ell)$ and $c_{LS}(ell)$ that encode the density of excursion/level set components at the level $ell$. We prove that these functionals are continuously differentiable for a wide class of fields. This follows from a more general result, which derives differentiability of the functionals from the decay of the probability of `four-arm events' for the field conditioned to have a saddle point at the origin. For some fields, including the important special cases of the Random Plane Wave and the Bargmann-Fock field, we also derive stochastic monotonicity of the conditioned field, which allows us to deduce regions on which $c_{ES}(ell)$ and $c_{LS}(ell)$ are monotone.

Full work available at URL: https://arxiv.org/abs/1905.09759

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zbMATH Keywords

Gaussian fieldslevel setscritical pointsnodal set

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Critical points of functions and mappings on manifolds (58K05)

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Cited In (8)

• A covariance formula for topological events of smooth Gaussian fields
• The phase transition for planar Gaussian percolation models without FKG
• Universality: random matrices, random geometry and SPDEs. Abstracts from the workshop held May 29 -- June 4, 2022
• On the number of excursion sets of planar Gaussian fields
• Fluctuations of the number of excursion sets of planar Gaussian fields
• Upper bounds on the one-arm exponent for dependent percolation models
• Existence of an unbounded nodal hypersurface for smooth Gaussian fields in dimension \(d\geq 3\)
• Rough differentiability of planar Gaussian random fields

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