The microlocal irregularity of Gaussian noise

TL;DR

This paper investigates the microlocal irregularity of Gaussian noise on Riemannian manifolds, showing that its wavefront set is almost surely either empty or the entire cosphere bundle depending on Sobolev regularity.

Contribution

It characterizes the almost sure wavefront set of Gaussian noise on manifolds, identifying thresholds for regularity and employing microlocal analysis techniques.

Findings

Wavefront set is almost surely empty or full depending on Sobolev order

Thresholds for regularity are explicitly computed

Method uses Sazonov's theorem and pseudodifferential calculus

Abstract

The study of random Fourier series, linear combinations of trigonometric functions whose coefficients are independent (in our case Gaussian) random variables with polynomially bounded means and standard deviations, dates back to Norbert Wiener in one of the original constructions of Brownian motion. A geometric generalization -- relevant e.g.\ to Euclidean quantum field theory with an infrared cutoff -- is the study of random Gaussian linear combinations of the eigenfunctions of the Laplace-Beltrami operator on an arbitrary compact Riemannian manifold $(M,g)$, Gaussian noise $\Phi$. I will prove that, when our random coefficients are independent Gaussians whose standard deviations obey polynomial asymptotics and whose means obey a corresponding polynomial upper bound, the resultant random $\mathscr{H}^s$-wavefront set $\operatorname{WF}^s(\Phi)$ (defined as a subset of the cosphere bundle $\mathbb{S}^*M$) is either almost surely empty or almost surely the entirety of $\mathbb{S}^*M$, depending on $s \in \mathbb{R}$, and we will compute the threshold $s$ and the behavior of the wavefront set at it. Consequently, the random $C^\infty$-wavefront set $\operatorname{WF}(\Phi)$ is almost surely the entirety of the cosphere bundle. The method of proof is as follows: using Sazonov's theorem and its converse, it suffices to understand which compositions of microlocal cutoffs and inclusions of $L^2$-based fractional order Sobolev spaces are Hilbert-Schmidt (HS), and the answer follows from general facts about the HS-norms of the elements of the pseudodifferential calculus of Kohn and Nirenberg.