A CENTRAL LIMIT THEOREM FOR THE NUMBER OF EXCURSION SET COMPONENTS OF GAUSSIAN FIELDS

Abstract

For a smooth stationary Gaussian field f on Rd and level l ∈ R, we consider the number of connected components of the excursion set {f ≥ l} (or level set {f = l}) contained in large domains. The mean of this quantity is known to scale like the volume of the domain under general assumptions on the field. We prove that, assuming sufficient decay of correlations (e.g., the Bargmann–Fock field), a central limit theorem holds with volume-order scaling. Previously, such a result had only been established for “additive” geometric functionals of the excursion/level sets (e.g., the volume or Euler characteristic) using Hermite expansions. Our approach, based on a martingale analysis, is more robust and can be generalised to a wider class of topological functionals. A major ingredient in the proof is a third moment bound on critical points, which is of independent interest.