Almost Sure Uniform Convergence of a Random Gaussian Field Conditioned on a Large Linear Form to a Non Random Profile
Probability
2019-02-07 v2 Statistical Mechanics
Mathematical Physics
math.MP
Abstract
We investigate the realizations of a random Gaussian field on a finite domain of in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and almost surely to a non random profile depending only on the covariance and the considered linear functional of the field. This is a significant improvement of the weaker -convergence in probability previously obtained in the case of conditioning on a large quadratic functional.
Keywords
Cite
@article{arxiv.1712.02344,
title = {Almost Sure Uniform Convergence of a Random Gaussian Field Conditioned on a Large Linear Form to a Non Random Profile},
author = {Philippe Mounaix},
journal= {arXiv preprint arXiv:1712.02344},
year = {2019}
}
Comments
7 pages, LaTeX + AMS + elsarticle (included), submitted to Statist. Probab. Lett