Local maxima of white noise spectrograms and Gaussian Entire Functions
Luis Daniel Abreu

TL;DR
This paper confirms theoretical predictions about the distribution and density of local maxima in white noise spectrograms modeled by Gaussian Entire Functions, providing detailed statistical and geometric insights.
Contribution
It establishes the expected density of critical points and local maxima in Gaussian spectrograms, linking them to Gaussian Entire Functions and complex geometric structures.
Findings
Expected density of 5/3 critical points per unit area
One-third of critical points are local maxima
Distribution of heights of spectrogram extrema computed
Abstract
We confirm Flandrin's prediction for the expected average of local maxima of spectrograms of complex white noise with Gaussian windows (Gaussian spectrograms or, equivalently, modulus of weighted Gaussian Entire Functions), a consequence of the conjectured double honeycomb mean model for the network of zeros and local maxima, where the area of local maxima centered hexagons is three times larger than the area of zero centered hexagons. More precisely, we show that Gaussian spectrograms, normalized such that their expected density of zeros is 1, have an expected density of 5/3 critical points, among those 1/3 are local maxima, and 4/3 saddle points, and compute the distributions of ordinate values (heights) for spectrogram local extrema. This is done by first writing the spectrograms in terms of Gaussian Entire Functions (GEFs). The extrema are considered under the translation invariant…
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Taxonomy
Topicsadvanced mathematical theories · Geometry and complex manifolds · Stochastic processes and financial applications
