skip to content

Statistical Laboratory

The number of zeroes or, more generally, level crossings of a
Gaussian process is a classical subject that goes back to the works of
Kac and Rice who studied zeroes of random polynomials. The number of
zeroes or level crossings has two natural generalizations in higher
dimensions. One can either look at the size of the level set or the
number of connected components. The surface area of a level set could be computed in a similar way using Kac-Rice formulas. On the other hand,
the number of the connected components is a `non-local' quantity which
is notoriously hard to work with. The law of large numbers has been
established by Nazarov and Sodin about ten years ago. In this talk, we
will briefly discuss their work and then discuss the recent progress in
estimating the variance and deriving the central limit theorem. The talk
is based on joint work with M. McAuley and S. Muirhead.

Frontpage talks

Cambridge Statistics Clinic

18
Jan
Cambridge Statistics Clinic

Further information

Time:

29Nov
Nov 29th 2022
14:00 to 15:00

Venue:

MR12, Centre for Mathematical Sciences

Series:

Probability