Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices
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DOI: 10.1016/j.spa.2022.04.013
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References listed on IDEAS
- Azaïs, Jean-Marc & Wschebor, Mario, 2008. "A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail," Stochastic Processes and their Applications, Elsevier, vol. 118(7), pages 1190-1218, July.
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- Chiani, Marco, 2014. "Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 69-81.
- Estrade, Anne & Fournier, Julie, 2016. "Number of critical points of a Gaussian random field: Condition for a finite variance," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 94-99.
- Nicolaescu, Liviu I., 2017. "A CLT concerning critical points of random functions on a Euclidean space," Stochastic Processes and their Applications, Elsevier, vol. 127(10), pages 3412-3446.
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Cited by:
- Ladgham, Safa & Lachieze-Rey, Raphaël, 2023. "Local repulsion of planar Gaussian critical points," Stochastic Processes and their Applications, Elsevier, vol. 166(C).
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Keywords
Critical points; Gaussian fields; Kac–Rice formula; GOE matrices;All these keywords.
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