Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices

Author:

Lee Cheuk,Song Jian,Xiao Yimin,Yuan Wangjun

Abstract

Let X = { X ( t ) , t R N } X= \{X(t), t \in \mathbb {R}^N\} be a centered Gaussian random field with values in R d \mathbb {R}^d satisfying certain conditions and let F R d F \subset \mathbb {R}^d be a Borel set. In our main theorem, we provide a sufficient condition for F F to be polar for X X , i.e. P ( X ( t ) F  for some  t R N ) = 0 \mathbb P\big ( X(t) \in F \text { for some } t \in \mathbb {R}^N\big ) = 0 , which improves significantly the main result in Dalang et al. [Ann. Probab. 45 (2017), pp. 4700–4751], where the case of F F being a singleton was considered. We provide a variety of examples of Gaussian random field for which our result is applicable. Moreover, by using our main theorem, we solve a problem on the existence of collisions of the eigenvalues of random matrices with Gaussian random field entries that was left open in Jaramillo and Nualart [Random Matrices Theory Appl. 9 (2020), p. 26] and Song et al. [J. Math. Anal. Appl. 502 (2021), p. 22].

Funder

National Natural Science Foundation of China

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

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