English

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 Rd{\mathbb R}^d 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 L2L^2-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