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On critical points of Gaussian random fields under diffeomorphic transformations

Statistics and Probability Letters (Stat. Probab. Lett.), 2019
Abstract

Let {X(t),tM}\{X(t), t\in M\} and {Z(t),tM}\{Z(t'), t'\in M'\} be smooth Gaussian random fields parameterized on Riemannian manifolds MM and MM', respectively, such that X(t)=Z(f(t))X(t) = Z(f(t)), where f:MMf: M \to M' is a diffeomorphic transformation. We study the expected number and height distribution of the critical points of XX in connection with those of ZZ. As an important case, when XX is an anisotropic Gaussian random field, then we show that its expected number of critical points becomes proportional to that of an isotropic field ZZ, while the height distribution remains the same as that of ZZ.

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