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For a smooth, stationary Gaussian field $f$ on Euclidean space with fast correlation decay, there is a critical level $\ell_c$ such that the excursion set $\{f\geq\ell\}$ contains a (unique) unbounded component if and only if $\ell<\ell_c$.…

Probability · Mathematics 2026-02-24 Michael McAuley

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Probability · Mathematics 2013-07-24 Evgeny Spodarev

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Probability · Mathematics 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

For a large family of stationary continuous Gaussian fields $f$ on $\mathbb{R}^d$, including the Bargmann-Fock and Cauchy fields, we prove that there exists at most one unbounded connected component in the level set $\{f=\ell\}$ (as well as…

Probability · Mathematics 2023-08-29 Franco Severo

For the Bargmann--Fock field on $\mathbb R^d$ with $d\ge3$, we prove that the critical level $\ell_c(d)$ of the percolation model formed by the excursion sets $\{ f \ge \ell \}$ is strictly positive. This implies that for every $\ell$…

We study the connectivity of the excursion sets of additive Gaussian fields, i.e.\ stationary centred Gaussian fields whose covariance function decomposes into a sum of terms that depend separately on the coordinates. Our main result is…

Probability · Mathematics 2025-11-20 Stephen Muirhead

We prove a multivariate central limit theorem for the numbers of critical points above a level with all possible indexes of a non-necessarily isotropic Gaussian random field. In particular, we discuss the non-degeneracy of the limit…

Probability · Mathematics 2024-04-04 Jean-Marc Azaïs , Federico Dalmao , Céline Delmas

The high frequency behaviour for random eigenfunctions of the spherical Laplacian has been recently the object of considerable interest, also because of strong motivations arising from Physics and Cosmology. In this paper, we are concerned…

Probability · Mathematics 2015-05-20 Domenico Marinucci , Igor Wigman

In recent years, considerable interest has been drawn by the analysis of geometric functionals for the excursion sets of random eigenfunctions on the unit sphere (spherical harmonics). In this paper, we extend those results to proper…

Probability · Mathematics 2020-09-30 Anna Paola Todino

We establish the existence and uniqueness of a well-concentrated giant component in the supercritical excursion sets of three important ensembles of spherical Gaussian random fields: Kostlan's ensemble, band-limited ensembles, and the…

Probability · Mathematics 2025-09-03 Stephen Muirhead , Igor Wigman

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

Probability · Mathematics 2021-04-30 Vitalii Makogin , Evgeny Spodarev

We derive a covariance formula for the number of excursion or level set components of a smooth stationary Gaussian field on $\mathbb{R}^d$ contained in compact domains. We also present two applications of this formula: (1) for fields whose…

Probability · Mathematics 2025-10-10 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

Nazarov and Sodin have shown that the number of connected components of the nodal set of a planar Gaussian field in a ball of radius $R$, normalised by area, converges to a constant as $R\to \infty $. This has been generalised to…

Probability · Mathematics 2020-08-12 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

In large dimension, we study the asymptotic behavior of the mean number of critical points with index k below a level u for an isotropic centered Gaussian random field defined on a family of subsets of $R^d$ depending on d. We prove the…

Probability · Mathematics 2026-02-10 Jean-Marc Azaïs , Céline Delmas

Many classical objects of study related to the geometry/topology of smooth Gaussian fields (e.g., the volume, surface area or Euler characteristic of excursion sets) have a `locality' property which is crucial to their analysis. More…

Probability · Mathematics 2026-02-26 Michael McAuley

The aim of this paper is to control the rate of convergence for central limit theorems of sojourn times of Gaussian fields in both cases: the fixed and the moving level. Our main tools are the Malliavin calculus and the Stein's method,…

Probability · Mathematics 2013-03-12 Viet Hung Pham

In this article, we study the excursions sets $\mathcal{D}\_p=f^{-1}([-p,+\infty[)$ where $f$ is a natural real-analytic planar Gaussian field called the Bargmann-Fock field. More precisely, $f$ is the centered Gaussian field on…

Probability · Mathematics 2019-05-29 Alejandro Rivera , Hugo Vanneuville

In this paper, we investigate some geometric functionals for band limited Gaussian and isotropic spherical random fields in dimension 2. In particular, we focus on the area of excursion sets, providing its behavior in the high energy limit.…

Probability · Mathematics 2020-10-30 Anna Paola Todino

We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…

Probability · Mathematics 2024-11-20 Svante Janson , Paul Thévenin
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