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

DOI10.1214/20-EJP470MaRDI QIDQ2201507zbMATH OpenOpenAlexFDO

Authors Michael McAuley, Stephen Muirhead, D. Beliaev

Publication date 29 September 2020

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

Full work available at URL https://arxiv.org/abs/1905.09759, https://projecteuclid.org/euclid.ejp/1597111408

zbMATH Keywords

critical pointsGaussian fieldslevel setsnodal set

Mathematics Subject Classification ID

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

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.

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Cited in

(12)

• Rough differentiability of planar Gaussian random fields
• Existence of an unbounded nodal hypersurface for smooth Gaussian fields in dimension d 3
• Fluctuations of the number of excursion sets of planar Gaussian fields
• On the number of excursion sets of planar Gaussian fields
• A covariance formula for topological events of smooth Gaussian fields
• Boundedness of the nodal domains of additive Gaussian fields
• Upper bounds on the one-arm exponent for dependent percolation models
• Universality: random matrices, random geometry and SPDEs. Abstracts from the workshop held May 29 -- June 4, 2022
• The phase transition for planar Gaussian percolation models without FKG
• On convergence of volume of level sets of stationary smooth Gaussian fields
• Uniqueness of unbounded component for level sets of smooth Gaussian fields
• A covariance formula for the number of excursion set components of Gaussian fields and applications

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