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Kac-Rice formula and Borell-TIS inequalities for gradient-flow of centered gaussian random field
Let $x\mapsto g(x)$ be a centered gaussian random field on $\mathbb R^m$. Let $x_0 \in \mathbb R^n$, and (assuming regularity conditions) consider the gradient-flow
$$
\dot{x}(t) = -\nabla g(x(t)), \;...
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Concentration inequalities for gradient flows induced by random fields
Let $G=(G(x))_{x \in \mathbb R^m}$ be a conservative random field with values in $\mathbb R^m$, for large positive integer $m$. That is, there exists a scalar random field $g=(g(x))_{x \in \mathbb R^m}...