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Journal of Statistical Physics

, Volume 143, Issue 1, pp 139–147 | Cite as

Linear Amplifier Breakdown and Concentration Properties of a Gaussian Field Given that its L 2-Norm is Large

  • Philippe Mounaix
  • Pierre Collet
Article

Abstract

In the context of linear amplification for systems driven by the square of a Gaussian noise, we investigate the realizations of a Gaussian field in the limit where its L 2-norm is large. Concentration onto the eigenspace associated with the largest eigenvalue of the covariance of the field is proved. When the covariance is trace class, the concentration is in probability for the L 2-norm. A stronger concentration, in mean for the sup-norm, is proved for a smaller class of Gaussian fields, and an example of a field belonging to that class is given. A possible connection with Bose-Einstein condensation is briefly discussed.

Keywords

Gaussian fields Concentration properties Extreme theory 

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Centre de Physique Théorique, UMR 7644 du CNRSEcole PolytechniquePalaiseau CedexFrance

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