Abstract
We investigate the realizations of a random Gaussian field on a finite domain of Rd in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and almost surely to a non random profile depending only on the covariance and the considered linear functional of the field. This is a significant improvement of the weaker L2-convergence in probability previously obtained in the case of conditioning on a large quadratic functional.
| Original language | English |
|---|---|
| Pages (from-to) | 164-168 |
| Number of pages | 5 |
| Journal | Statistics and Probability Letters |
| Volume | 148 |
| DOIs | |
| Publication status | Published - 1 May 2019 |
| Externally published | Yes |
Keywords
- Concentration properties
- Extreme theory
- Gaussian fields