Expected number density of critical points of smooth Gaussian random fields in arbitrary dimensions

Abstract

We obtain explicit formulas for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields on ${\mathbb{R}}^d$. The expected number density formula is expressed in terms of at most one-dimensional integrals, regardless of the dimension $d$. To obtain the formulas, we provide a variant of de Bruijn's theorem, as well as Weierstrass' convolution formula with a Gaussian random variable and its inversion.

25 pages, 1 figure