Related papers: Generalized Bounded Variation and Inserting point …

Let mu be a probability measure on the unit circle and nu be the measure formed by adding a pure point to mu. We give a formula for the Verblunsky coefficients of the perturbed measure, based on a result of Simon.

We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…

In the first five sections, we deal with the class of probability measures with asymptotically periodic Verblunsky coefficients of p-type bounded variation. The goal is to investigate the perturbation of the Verblunsky coefficients when we…

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

We find a new formula for the orthonormal polynomials corresponding to a measure mu on the unit circle whose Verblunsky coefficients are periodic. The formula is presented using the Chebyshev polynomials of the second kind and the…

Let $\mu$ be a non-trivial probability measure on the unit circle $\partial\bbD$, $w$ the density of its absolutely continuous part, $\alpha_n$ its Verblunsky coefficients, and $\Phi_n$ its monic orthogonal polynomials. In this paper we…

We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…

Let $\mu$ be an Ahlfors-David probability measure on $\mathbb{R}^q$ with support $K$. For every $n\geq 1$, let $C_n(\mu)$ denote the collection of all the $n$-optimal sets for $\mu$ with respect to the geometric mean error. We prove that,…

The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…

We consider CMV matrices with dynamically defined Verblunsky coefficients. These coefficients are obtained by continuous sampling along the orbits of an ergodic transformation. We investigate whether certain spectral phenomena are generic…

We consider probability measures, $d\mu=w(\theta) \f{d\theta}{2\pi} +d\mu_\s$, on the unit circle, $\partial\bbD$, with Verblunsky coefficients, $\{\alpha_j\}_{j=0}^\infty$. We prove for $\theta_1\neq\theta_2$ in $[0,2\pi)$ and…

For a regular compact set $K$ in $C^m$ and a measure $\mu$ on $K$ satisfying the Bernstein-Markov inequality, we consider the ensemble $P_N$ of polynomials of degree $N$, endowed with the Gaussian probability measure induced by $L^2(\mu)$.…

Let $X_1,X_2,...$ be independent identically distributed random variables with values in $\C$. Denote by $\mu$ the probability distribution of $X_1$. Consider a random polynomial $P_n(z)=(z-X_1)...(z-X_n)$. We prove a conjecture of Pemantle…

Given a measure $\mu$ on the unit sphere $\partial\mathbb{B}^d$ in $\mathbb{C}^d$ with Lebesgue decomposition ${\rm d} \mu = w \, {\rm d} \sigma + {\rm d} \mu_s$, with respect to the rotation-invariant Lebesgue measure $\sigma$ on $\partial…

Let $E$ be a Moran set on $\mathbb{R}^1$ associated with a closed interval $J$ and two sequences $(n_k)_{k=1}^\infty$ and $(\mathcal{C}_k=(c_{k,j})_{j=1}^{n_k})_{k\geq1}$. Let $\mu$ be the infinite product measure (Moran measure) on $E$…

We study the Dvoretzky covering problem for random covering sets driven by general Borel probability measures. As our main result, we solve the problem of covering analytic sets by random covering sets generated by arbitrary Borel…

In this paper, we construct a class of random measures $\mu^{\mathbf{n}}$ by infinite convolutions. Given infinitely many admissible pairs $\{(N_{k}, B_{k})\}_{k=1}^{\infty}$ and a positive integral sequence…

The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…

In this paper, we address the problem of constructing a uniform probability measure on $\mathbb{N}$. Of course, this is not possible within the bounds of the Kolmogorov axioms and we have to violate at least one axiom. We define a…