Mathematics – Probability
Scientific paper
2006-07-03
Mathematics
Probability
28 pages modification of the preceeding version with: suppression of the proof of Rice formula; adding some extra condition fo
Scientific paper
We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an implicit formula, one can deduce from it explicit bounds for the density, hence for the distribution, as well as improved expansions for $ 1-F(u)$ for large values of $u$. The main tool is the Rice formula for the moments of the number of roots of a random system of equation over the reals, of which we give a new simplified proof. This method enables also to study second order properties of the so-called expected Euler Characteristic approximation using only elementary arguments and to extend these kind of results to some interesting classes of Gaussian fields. We obtain more precise results for the "direct method" to compute the distribution of the maximum, using spectral theory of GOE random matrices.
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