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Linear Amplifier Breakdown and Concentration Properties of a Gaussian Field Given that its L2-Norm is Large

  • CNRS

Research output: Contribution to journalArticlepeer-review

Abstract

In the context of linear amplification for systems driven by the square of a Gaussian noise, we investigate the realizations of a Gaussian field in the limit where its L2-norm is large. Concentration onto the eigenspace associated with the largest eigenvalue of the covariance of the field is proved. When the covariance is trace class, the concentration is in probability for the L2-norm. A stronger concentration, in mean for the sup-norm, is proved for a smaller class of Gaussian fields, and an example of a field belonging to that class is given. A possible connection with Bose-Einstein condensation is briefly discussed.

Original languageEnglish
Pages (from-to)139-147
Number of pages9
JournalJournal of Statistical Physics
Volume143
Issue number1
DOIs
Publication statusPublished - 1 Jan 2011

Keywords

  • Concentration properties
  • Extreme theory
  • Gaussian fields

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