Maxima of log-correlated fields: some recent developments*

We review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other L-functions, in the context of the general theory of logarithmically-correlated Gaussian fields. In particular, we focus on developments related to the conjectures of Fyodorov and Keating concerning the extreme value statistics, moments of moments, connections to Gaussian multiplicative chaos, and explicit formulae derived from the theory of symmetric functions.

One-Point Statistics Matter in Extended Cosmologies

The late universe contains a wealth of information about fundamental physics and gravity, wrapped up in non-Gaussian fields. To make use of as much information as possible it is necessary to go beyond two-point statistics. Rather than going to higher order N-point correlation functions, we demonstrate that the probability distribution function (PDF) of spheres in the matter field (a one-point function) already contains a significant amount of this non-Gaussian information. The matter PDF dissects different density environments which are lumped together in two-point statistics, making it particularly useful for probing modifications of gravity or expansion history. Our approach in Cataneo et. al. 2021 extends the success of Large Deviation Theory for predicting the matter PDF in ΛCDM in these “extended” cosmologies. A Fisher forecast demonstrates the information content in the matter PDF via constraints for a Euclid-like survey volume combining the 3D matter PDF with the 3D matter power spectrum. Adding the matter PDF halves the uncertainties on parameters in an evolving dark energy model, relative to the power spectrum alone. Additionally, the matter PDF contains enough non-linear information to substantially increase the detection significance of departures from General Relativity, with improvements up to six times the power spectrum alone. This analysis demonstrates that the matter PDF is a promising non-Gaussian statistic for extracting cosmological information, particularly for beyond ΛCDM models.

An Edgeworth Expansion for the Ratio of Two Functionals of Gaussian Fields and Optimal Berry–Esseen Bounds

This paper is concerned with the rate of convergence of the distribution of the sequence {Fn/Gn}, where Fn and Gn are each functionals of infinite-dimensional Gaussian fields. This form very frequently appears in the estimation problem of parameters occurring in Stochastic Differential Equations (SDEs) and Stochastic Partial Differential Equations (SPDEs). We develop a new technique to compute the exact rate of convergence on the Kolmogorov distance for the normal approximation of Fn/Gn. As a tool for our work, an Edgeworth expansion for the distribution of Fn/Gn, with an explicitly expressed remainder, will be developed, and this remainder term will be controlled to obtain an optimal bound. As an application, we provide an optimal Berry–Esseen bound of the Maximum Likelihood Estimator (MLE) of an unknown parameter appearing in SDEs and SPDEs.

Sufficiency of a Gaussian power spectrum likelihood for accurate cosmology from upcoming weak lensing surveys

We investigate whether a Gaussian likelihood is sufficient to obtain accurate parameter constraints from a Euclid-like combined tomographic power spectrum analysis of weak lensing, galaxy clustering and their cross-correlation. Testing its performance on the full sky against the Wishart distribution, which is the exact likelihood under the assumption of Gaussian fields, we find that the Gaussian likelihood returns accurate parameter constraints. This accuracy is robust to the choices made in the likelihood analysis, including the choice of fiducial cosmology, the range of scales included, and the random noise level. We extend our results to the cut sky by evaluating the additional non-Gaussianity of the joint cut-sky likelihood in both its marginal distributions and dependence structure. We find that the cut-sky likelihood is more non-Gaussian than the full-sky likelihood, but at a level insufficient to introduce significant inaccuracy into parameter constraints obtained using the Gaussian likelihood. Our results should not be affected by the assumption of Gaussian fields, as this approximation only becomes inaccurate on small scales, which in turn corresponds to the limit in which any non-Gaussianity of the likelihood becomes negligible. We nevertheless compare against N-body weak lensing simulations and find no evidence of significant additional non-Gaussianity in the likelihood. Our results indicate that a Gaussian likelihood will be sufficient for robust parameter constraints with power spectra from Stage IV weak lensing surveys.