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arxiv: 1712.02344 · v2 · pith:S3Y4LKRJnew · submitted 2017-12-06 · 🧮 math.PR · cond-mat.stat-mech· math-ph· math.MP

Almost Sure Uniform Convergence of a Random Gaussian Field Conditioned on a Large Linear Form to a Non Random Profile

classification 🧮 math.PR cond-mat.stat-mechmath-phmath.MP
keywords fieldrandomfunctionallargelinearalmostconvergencegaussian
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We investigate the realizations of a random Gaussian field on a finite domain of ${\mathbb R}^d$ in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and almost surely to a non random profile depending only on the covariance and the considered linear functional of the field. This is a significant improvement of the weaker $L^2$-convergence in probability previously obtained in the case of conditioning on a large quadratic functional.

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