Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile

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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 languageEnglish
Pages (from-to)164-168
Number of pages5
JournalStatistics and Probability Letters
Volume148
DOIs
Publication statusPublished - 1 May 2019
Externally publishedYes

Keywords

  • Concentration properties
  • Extreme theory
  • Gaussian fields

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