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Critical points of multidimensional random Fourier series: variance estimates

Probability 2015-06-05 v2 Mathematical Physics Analysis of PDEs Differential Geometry math.MP

Abstract

To any positive number ε\varepsilon and any nonnegative even Schwartz function w:RRw:\mathbb{R}\to\mathbb{R} we associate the random function uεu^\varepsilon on the mm-torus Tεm:=Rm/(ε1Z)mT^m_\varepsilon:=\mathbb{R}^m/(\varepsilon^{-1}\mathbb{Z})^m defined as the real part of the random Fourier series νZmXν,εexp(  2πε1  (νθ)  ), \sum_{\nu\in\mathbb{Z}^m} X_{\nu,\varepsilon} \exp\bigl(\; 2\pi \varepsilon \sqrt{-1} \;(\nu\cdot \theta)\;\bigr), where Xν,εX_{\nu,\varepsilon} are complex independent Gaussian random variables with variance w(εν)w(\varepsilon|\nu|). Let NεN^\varepsilon denote the number of critical points of uεu^\varepsilon. We describe explicitly two constants C,CC, C' such that as ε\varepsilon goes to the zero, the expectation of the random variable 1vol(Tεm)Nε\frac{1}{{\rm vol}\,(T^m_\varepsilon)}N^\varepsilon converges to CC, while its variance is extremely small and behaves like CεmC'\varepsilon^{m}.

Keywords

Cite

@article{arxiv.1310.5571,
  title  = {Critical points of multidimensional random Fourier series: variance estimates},
  author = {Liviu I. Nicolaescu},
  journal= {arXiv preprint arXiv:1310.5571},
  year   = {2015}
}

Comments

44 pages. Fixed typos, improved presentation, added references