English

Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices

Probability 2020-11-30 v3

Abstract

Let X={X(t):tRN}\mathcal{X}= \{X(t) : t \in \mathbb{R}^N \} be an isotropic Gaussian random field with real values.In a first part we study the mean number of critical points of X\mathcal{X} with index kk using random matrices tools.We obtain an exact expression for the probability density of the kkth eigenvalue of a NN-GOE matrix.We deduce some exact expressions for the mean number of critical points with a given index. In a second part we study attraction or repulsion between these critical points. A measure is the correlation function.We prove attraction between critical points when N>2N>2, neutrality for N=2N=2 and repulsion for N=1N=1.The attraction between critical points that occurs when the dimension is greater than two is due to critical points with adjacent indexes.A strong repulsion between maxima and minima is proved. The correlation function between maxima (or minima) depends on the dimension of the ambient space.

Keywords

Cite

@article{arxiv.1911.02300,
  title  = {Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices},
  author = {Jean-Marc Azais and Céline Delmas},
  journal= {arXiv preprint arXiv:1911.02300},
  year   = {2020}
}