English

Fluctuations of the number of excursion sets of planar Gaussian fields

Probability 2022-05-18 v2

Abstract

For a smooth, stationary, planar Gaussian field, we consider the number of connected components of its excursion set (or level set) contained in a large square of area R2R^2. The mean number of components is known to be of order R2R^2 for generic fields and all levels. We show that for certain fields with positive spectral density near the origin (including the Bargmann-Fock field), and for certain levels \ell, these random variables have fluctuations of order at least RR, and hence variance of order at least R2R^2. In particular, this holds for excursion sets when \ell is in some neighbourhood of zero, and it holds for excursion/level sets when \ell is sufficiently large. We prove stronger fluctuation lower bounds of order RαR^\alpha, α[1,2]\alpha \in [1,2], in the case that the spectral density has a singularity at the origin. Finally, we show that the number of excursion/level sets for the Random Plane Wave at certain levels has fluctuations of order at least R3/2R^{3/2}, and hence variance of order at least~R3R^3. We expect that these bounds are of the correct order, at least for generic levels.

Keywords

Cite

@article{arxiv.1908.10708,
  title  = {Fluctuations of the number of excursion sets of planar Gaussian fields},
  author = {Dmitry Beliaev and Michael McAuley and Stephen Muirhead},
  journal= {arXiv preprint arXiv:1908.10708},
  year   = {2022}
}

Comments

38 pages, 2 figures