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On the expected number of critical points of locally isotropic Gaussian random fields
Xu, Hao1; Yang, Haoran2; Zeng, Qi Ang1
2025-02-01
Source PublicationBernoulli
ISSN1350-7265
Volume31Issue:1Pages:81-105
Abstract

We consider locally isotropic Gaussian random fields on the N-dimensional Euclidean space for fixed N. Using the so called Gaussian Orthogonally Invariant matrices first studied by Mallows in 1961 which include the celebrated Gaussian Orthogonal Ensemble (GOE), we establish the Kac–Rice representation of expected number of critical points of non-isotropic Gaussian fields, complementing the isotropic case obtained by Cheng and Schwartzman in 2018. In the limit N = ∞, we show that such a representation can be always given by GOE matrices, as conjectured by Auffinger and Zeng in 2020.

KeywordCritical Points Gaussian Random Fields Goe Goi Isotropic Increments Kac–rice Formula
DOI10.3150/24-BEJ1719
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:001392889900004
PublisherINT STATISTICAL INST428 PRINSES BEATRIXLAAN, 2270 AZ VOORBURG, NETHERLANDS
Scopus ID2-s2.0-85208695387
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorXu, Hao
Affiliation1.Department of Mathematics, University of Macau, Macau, China
2.School of Mathematical Sciences, Peking University, Beijing, China
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Xu, Hao,Yang, Haoran,Zeng, Qi Ang. On the expected number of critical points of locally isotropic Gaussian random fields[J]. Bernoulli, 2025, 31(1), 81-105.
APA Xu, Hao., Yang, Haoran., & Zeng, Qi Ang (2025). On the expected number of critical points of locally isotropic Gaussian random fields. Bernoulli, 31(1), 81-105.
MLA Xu, Hao,et al."On the expected number of critical points of locally isotropic Gaussian random fields".Bernoulli 31.1(2025):81-105.
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