Concentration properties of Gaussian random fields
Abstract
We study the problem of a random Gaussian vector field given that a particular real quadratic form $\mathcal{Q}$ is arbitrarily large. We prove that in such a case the Gaussian field is primarily governed by the fundamental eigenmode of a particular operator. As a good check of our proposition we use it to re-derive the result of Adler dealing with the structure of field in the vicinity of a high local maxima. We have also applied our result to an incompressible homogeneous Gaussian random flow in the limit of large local helicity and calculate the structure of the flow.
- Publication:
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arXiv e-prints
- Pub Date:
- April 2014
- DOI:
- 10.48550/arXiv.1404.7424
- arXiv:
- arXiv:1404.7424
- Bibcode:
- 2014arXiv1404.7424S
- Keywords:
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- Mathematical Physics;
- Condensed Matter - Disordered Systems and Neural Networks
- E-Print:
- M2 Thesis 2012, \'{E}cole Polyechnique, France