Department of Mathematics - Seminar on Probability - Complexity of high dimensional Gaussian random fields with isotropic increments

10:00am - 11:00am
Zoom Meeting : (Passcode: 732477)

Random fields with isotropic increments were introduced by Kolmogorov in the 1940s.  Gaussian random fields on N-dimensional Euclidean spaces with isotropic increments were classified as isotropic case and non-isotropic case by Yaglom in the 1950s.  Such models were used widely in statistical physics.  In particular, they were introduced to model a single particle in a random potential by Engel, Mezard and Parisi in 1990s.  A basic question is to count the number of critical points (or local minima, saddles, etc.) of the fields, which is commonly known as complexity.  In 2004, Fyodorov computed the large N limit of expected number of critical points for isotropic Gaussian random fields.  However, the non-isotropic case creates new difficulty.  In this talk, I will present some results on the large N behavior of complexity for this case. Connection to random matrices and large deviations will be explained.  This talk is based on joint work with Antonio Auffinger (Northwestern University).

Event Format
Speakers / Performers:
Prof. Qiang ZENG
University of Macau
Recommended For
Faculty and staff
PG students
UG students
Department of Mathematics
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