On critical points of Gaussian random fields under diffeomorphic transformations (1911.08100v1)

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