SearcharxivSearch

arXiv · 2210.06721

Local maxima of white noise spectrograms and Gaussian Entire Functions

Abstract

We confirm Flandrin's prediction for the expected average of local maxima of spectrograms of complex white noise with Gaussian windows (Gaussian spectrograms or, equivalently, modulus of weighted Gaussian Entire Functions), a consequence of the conjectured double honeycomb mean model for the network of zeros and local maxima, where the area of local maxima centered hexagons is three times larger than the area of zero centered hexagons. More precisely, we show that Gaussian spectrograms, normalized such that their expected density of zeros is 1, have an expected density of 5/3 critical points, among those 1/3 are local maxima, and 4/3 saddle points, and compute the distributions of ordinate values (heights) for spectrogram local extrema. This is done by first writing the spectrograms in terms of Gaussian Entire Functions (GEFs). The extrema are considered under the translation invariant derivative of the Fock space (which in this case coincides with the Chern connection from complex differential geometry). We also observe that the critical points of a GEF are precisely the zeros of a Gaussian random function in the first higher Landau level. We discuss natural extensions of these Gaussian random functions: Gaussian Weyl-Heisenberg functions and Gaussian bi-entire functions. The paper also contains a bibliographic review of recent results on the theory and applications of white noise spectrograms, connections between several developments, and is partially intended as a pedestrian introduction to the topic.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Luis Daniel Abreu. 2022-10-13. Local maxima of white noise spectrograms and Gaussian Entire Functions. https://arxiv.org/abs/2210.06721

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR