Almost Sure Uniform Convergence of a Random Gaussian Field Conditioned on a Large Linear Form to a Non Random Profile

Abstract

We investigate the realizations of a random Gaussian field on a finite domain of ${\mathbb{R}}^d$ in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and almost surely to a non random profile depending only on the covariance and the considered linear functional of the field. This is a significant improvement of the weaker $L^2$-convergence in probability previously obtained in the case of conditioning on a large quadratic functional.

arXiv comment7 pages, LaTeX + AMS + elsarticle (included), submitted to Statist. Probab. Lett