A COVARIANCE FORMULA FOR TOPOLOGICAL EVENTS OF SMOOTH GAUSSIAN FIELDS

• 成果类型: Article
• 署名作者: Beliaev, Dmitry; Muirhead, Stephen; Rivera, Alejandro
• 署名单位: University of Oxford; University of London; Queen Mary University London; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/20-AOP1438
• 发表日期: 2020
• 页码: 2845-2893
• 关键词: CENTRAL-LIMIT-THEOREM; percolation; sets

摘要

We derive a covariance formula for the class of 'topological events' of smooth Gaussian fields on manifolds; these are events that depend only on the topology of the level sets of the field, for example, (i) crossing events for level or excursion sets, (ii) events measurable with respect to the number of connected components of level or excursion sets of a given diffeomorphism class and (iii) persistence events. As an application of the covariance formula, we derive strong mixing bounds for topological events, as well as lower concentration inequalities for additive topological functionals (e.g., the number of connected components) of the level sets that satisfy a law of large numbers. The covariance formula also gives an alternate justification of the Harris criterion, which conjecturally describes the boundary of the percolation university class for level sets of stationary Gaussian fields. Our work is inspired by (Ann. Inst. Henri Poincare Probab. Stat. 55 (2019) 1679-1711), in which a correlation inequality was derived for certain topological events on the plane, as well as by (Asymptotic Methods in the Theory of Gaussian Processes and Fields (1996) Amer. Math. Soc.), in which a similar covariance formula was established for finite-dimensional Gaussian vectors.