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Critical points of a scalar quantitiy are either extremal points or saddle points. The character of the critical points is determined by the sign distribution of the eigenvalues of the Hessian matrix. For a two-dimensional homogeneous and…

Fluid Dynamics · Physics 2009-11-13 H. Vogel , W. Mohring

This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…

Probability · Mathematics 2025-07-08 Julien Chevallier , Jean-François Coeurjolly , Rasmus Waagepetersen

We calculate the average number of critical points of a Gaussian field on a high-dimensional space as a function of their energy and their index. Our results give a complete picture of the organization of critical points and are of…

Disordered Systems and Neural Networks · Physics 2013-05-29 Alan J. Bray , David S. Dean

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

Probability · Mathematics 2023-10-20 Paul Marriott , Weinan Qi , Yi Shen

Random fields in nature often have, to a good approximation, Gaussian characteristics. We present the mathematical framework for a new and simple method for investigating the non-Gaussian contributions, based on counting the maxima and…

Statistical Mechanics · Physics 2012-10-26 T. H. Beuman , A. M. Turner , V. Vitelli

Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…

Cosmology and Nongalactic Astrophysics · Physics 2011-10-07 David Keitel , Peter Schneider

We consider the signed density of the extremal points of (two-dimensional) scalar fields with a Gaussian distribution. We assign a positive unit charge to the maxima and minima of the function and a negative one to its saddles. At first, we…

Mathematical Physics · Physics 2008-11-26 Georg Foltin

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Igor Wigman

Let $\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 $\mathcal{X}$ with index $k$ using random matrices tools.We obtain an…

Probability · Mathematics 2020-11-30 Jean-Marc Azais , Céline Delmas

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…

Probability · Mathematics 2019-04-12 Sergey G. Kobelkov , Vladimir I. Piterbarg

We study the behaviour of the point process of critical points of isotropic stationary Gaussian fields. We compute the main term in the asymptotic expansion of the two-point correlation function near the diagonal. Our main result implies…

Probability · Mathematics 2020-11-30 Dmitry Beliaev , Valentina Cammarota , Igor Wigman

Much of interesting complex biological behaviour arises from collective properties. Important information about collective behaviour lies in the time and space structure of fluctuations around average properties, and two-point correlation…

Quantitative Methods · Quantitative Biology 2022-02-17 Tomás S. Grigera

2-point topological charge correlation functions of several types of geometric singularity in gaussian random fields are calculated explicitly, using a general scheme: zeros of $n$-dimensional random vectors, signed by the sign of their…

Mathematical Physics · Physics 2010-12-01 M. R. Dennis

A statistical method for the estimation of spatial correlation lengths of Gaussian-shaped fluctuating signals with two measurement points is examined to quantitatively evaluate its reliability (variance) and accuracy (bias error). The…

Plasma Physics · Physics 2016-08-24 Jaewook Kim , Y. U. Nam , M. Lampert , Y. -c. Ghim

One possible way to investigate the nature of the primordial power spectrum fluctuations is by investigating the statistical properties of the local maximum in the density fluctuation fields. In this work we present a study of the mean…

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields…

Probability · Mathematics 2018-05-09 Long Bai

In this paper, for centered homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic…

Probability · Mathematics 2019-03-29 Yingyin Lu , Zuoxiang Peng

We consider the Rosenzweig-Porter model of random matrix which interpolates between Poisson and gaussian unitary statistics and compute exactly the two-point correlation function. Asymptotic formulas for this function are given near the…

Condensed Matter · Physics 2009-10-31 H. Kunz , B. Shapiro

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

Probability · Mathematics 2019-01-29 E. Hashorva , S. Kobelkov , V. I. Piterbarg

The nature of level set percolation in the two-dimension Gaussian Free Field has been an elusive question. Using a loop-model mapping, we show that there is a nontrivial percolation transition, and characterize the critical point. In…

Statistical Mechanics · Physics 2021-03-31 Xiangyu Cao , Raoul Santachiara
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