A central limit theorem for the number of excursion set components of Gaussian fields

DOI10.1214/23-AOP1672arXiv2205.09085MaRDI QIDQ6399515FDOQ6399515

Authors: D. Beliaev, Michael McAuley, Stephen Muirhead 

Publication date: 18 May 2022

Abstract: For a smooth stationary Gaussian field on $mathbb{R}^d$ and level $ellinmathbbR$, we consider the number of connected components of the excursion set $fgeell$ (or level set $f=ell$) contained in large domains. The mean of this quantity is known to scale like the volume of the domain under general assumptions on the field. We prove that, assuming sufficient decay of correlations (e.g. the Bargmann-Fock field), a central limit theorem holds with volume-order scaling. Previously such a result had only been established for `additive' geometric functionals of the excursion/level sets (e.g. the volume or Euler characteristic) using Hermite expansions. Our approach, based on a martingale analysis, is more robust and can be generalised to a wider class of topological functionals. A major ingredient in the proof is a third moment bound on critical points, which is of independent interest.

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Mathematics Subject Classification ID

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

Cited In (2)

• Uniqueness of unbounded component for level sets of smooth Gaussian fields
• On convergence of volume of level sets of stationary smooth Gaussian fields

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