Geometry of Gaussian signals

Abstract: We consider Gaussian signals, i.e. random functions

u (t)

(

t / L i n [0, 1]

) with independent Gaussian Fourier modes of variance

s i m 1 / q^{a l p h a}

, and compute their statistical properties in small windows

[x, x + d e l t a]

. We determine moments of the probability distribution of the mean square width of

u (t)

in powers of the window size

d e l t a

. We show that the moments, in the small-window limit

d e l t a l l 1

, become universal, whereas they strongly depend on the boundary conditions of

u (t)

for larger

d e l t a

. For

a l p h a > 3

, the probability distribution is computed in the small-window limit and shown to be independent of

a l p h a

.

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