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Critical points of multidimensional random Fourier series: variance estimates. (English) Zbl 1347.60032

Summary: We investigate the number of critical points of a Gaussian random smooth function \(u^{\epsilon}\) on the \(m\)-torus \(T^{m} := \mathbb{R}^{m}/\mathbb{Z}^{m}\) approximating the Gaussian white noise as \(\epsilon \to 0\). Let \(N(u^{\epsilon})\) denote the number of critical points of \(u^{\epsilon}\). We prove the existence of constants \(C,\; C^{\prime}\) such that as \(\epsilon\) goes to zero, the expectation of the random variable \(\epsilon^{m}N(u^{\epsilon})\) converges to \(C\), while its variance is extremely small and behaves like \(C^{\prime}\epsilon^{m}\).{
©2016 American Institute of Physics}

MSC:

60F99 Limit theorems in probability theory
60G15 Gaussian processes
60H40 White noise theory
42A61 Probabilistic methods for one variable harmonic analysis
42B05 Fourier series and coefficients in several variables
42A16 Fourier coefficients, Fourier series of functions with special properties, special Fourier series
62J10 Analysis of variance and covariance (ANOVA)
14M25 Toric varieties, Newton polyhedra, Okounkov bodies

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