Quasi-Deterministic Properties of Random Gaussian Fields Constrained by a Large Quadratic Form

被引:0
作者
Philippe Mounaix
机构
[1] Ecole Polytechnique,Centre de Physique Théorique, UMR 7644 du CNRS
来源
Journal of Statistical Physics | 2015年 / 160卷
关键词
Gaussian fields; Concentration properties; Extreme theory;
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摘要
Completing the study initiated by Mounaix and Collet (J Stat Phys 143:139–147, 2011), we investigate the realizations of a Gaussian random field in the limit where a given (general) quadratic form of the field is large. Concentration in L2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^2$$\end{document} and in probability is proved under mild conditions and the resulting quasi-deterministic behavior of the field is given. Applications to a large local quadratic form are considered in two specific cases. In particular, the quasi-deterministic structure of a Gaussian random flow with a large local helicity at some given point is determined explicitly.
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页码:561 / 582
页数:21
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[1]  
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[2]  
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[3]  
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