# Rosso Santachiara Krauth 2005

### From Werner KRAUTH

A. Rosso, R. Santachiara, W. Krauth *Geometry of Gaussian signals* Journal of Statistical Mechanics: Theory and Experiment L08001 (2005)

## Contents |

# Paper

**Abstract:** We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine moments of the probability distribution of the mean square width of $u(t)$ in powers of the window size $\delta$. We show that the moments, in the small-window limit $\delta \ll 1$, become universal, whereas they strongly depend on the boundary conditions of $u(t)$ for larger $\delta$. For $\alpha > 3$, the probability distribution is computed in the small-window limit and shown to be independent of $\alpha$.

**Further information:**

Electronic version (from arXiv)

Original paper (no subscription needed)