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Quasi-deterministic properties of random Gaussian fields constrained by a large quadratic form

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Abstract

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 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.

Original languageEnglish
Article numberA012
Pages (from-to)561-582
Number of pages22
JournalJournal of Statistical Physics
Volume160
Issue number3
DOIs
Publication statusPublished - 1 Aug 2015

Keywords

  • Concentration properties
  • Extreme theory
  • Gaussian fields

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