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 and any nonnegative even Schwartz function we associate the random function on the -torus defined as the real part of the random Fourier series where are complex independent Gaussian random variables with variance . Let denote the number of critical points of . We describe explicitly two constants such that as goes to the zero, the expectation of the random variable converges to , while its variance is extremely small and behaves like .
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