Open Access
May 2018 Critical points of multidimensional random Fourier series: Central limits
Liviu I. Nicolaescu
Bernoulli 24(2): 1128-1170 (May 2018). DOI: 10.3150/16-BEJ874

Abstract

We investigate certain families $X^{\hbar}$, $0<\hbar\ll1$ of stationary Gaussian random smooth functions on the $m$-dimensional torus $\mathbb{T}^{m}:=\mathbb{R}^{m}/\mathbb{Z}^{m}$ approaching the white noise as $\hbar\to0$. We show that there exists universal constants $c_{1},c_{2}>0$ such that for any cube $B\subset\mathbb{R}^{m}$ of size $r\leq1/2$, the number of critical points of $X^{\hbar}$ in the region $B\bmod\mathbb{Z}^{m}\subset\mathbb{T}^{m}$ has mean $\sim c_{1}\operatorname{vol}(B)\hbar^{-m}$, variance $\sim c_{2}\operatorname{vol}(B)\hbar^{-m}$, and satisfies a central limit theorem as $\hbar\searrow0$.

Citation

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Liviu I. Nicolaescu. "Critical points of multidimensional random Fourier series: Central limits." Bernoulli 24 (2) 1128 - 1170, May 2018. https://doi.org/10.3150/16-BEJ874

Information

Received: 1 February 2016; Revised: 1 May 2016; Published: May 2018
First available in Project Euclid: 21 September 2017

zbMATH: 06778361
MathSciNet: MR3706790
Digital Object Identifier: 10.3150/16-BEJ874

Keywords: central limit theorem , critical points , Gaussian Hilbert spaces , Gaussian random functions , Kac–Rice formula , Wiener Chaos

Rights: Copyright © 2018 Bernoulli Society for Mathematical Statistics and Probability

Vol.24 • No. 2 • May 2018
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