Related papers: The Hole Probability for Gaussian Entire Functions
By a non-Gaussian integral we mean integral of the product of an arbitrary function and exponent of a polynomial. We develop a theory of such integrals, which generalizes and simplifies the theory of general hypergeometric functions in the…
Maximum likelihood estimators for time-dependent mean functions within Gaussian processes are provided in the context of continuous observations. We find the widest possible class of mean functions for which the likelihood function can be…
We explore the cosmological halo-to-halo scatter of the distribution of mass within dark matter halos utilizing a well-resolved statistical sample of clusters from the cosmological Millennium simulation. We find that at any radius, the…
The Gaussian product inequality (GPI) conjecture is one of the most famous inequalities associated with Gaussian distributions and has attracted a lot of concerns. In this note, we investigate the quantitative versions of the…
We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…
In this paper we employ the continuum approximation of Dyson to determine the asymptotic gap formation probability in the spectrum of $N\times N$ Hermitean random matrices. The associated orthogonal polynomials has weight function,…
A localised particle in Quantum Mechanics is described by a wave packet in position space, regardless of its energy. However, from the point of view of General Relativity, if the particle's energy density exceeds a certain threshold, it…
Black holes are popping up all over the place: in compact binary X-ray sources and GRBs, in quasars, AGNs and the cores of all bulge galaxies, in binary black holes and binary black hole-neutron stars, and maybe even in the LHC! Black holes…
We examine spherical gravitational collapse of a matter model with vanishing radial pressure and non-zero tangential pressure. It is seen analytically that the collapsing cloud either forms a black hole or disperses depending on values of…
Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…
We consider random holomorphic dynamical systems on the Riemann sphere whose choices of maps are related to Markov chains. Our motivation is to generalize the facts which hold in i.i.d. random holomorphic dynamical systems. In particular,…
For primordial perturbations, deviations from Gaussian statistics on the tail of the probability distribution can be associated with non-perturbative effects of inflation. In this paper, we present some particular examples in which the tail…
A diffusion equation for a black hole is derived from the Bunster-Carlip equations. Its solution has the standard form of a Gaussian distribution. The second moment of the distribution determines the quantum of black hole area. The entropy…
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a…
We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a…
Recasting the $N$-point one loop scalar integral as a probabilistic problem, allows the derivation of integral recurrence relations as well as exact analytical expressions in the most common cases. $\epsilon$ expansions are derived by…
The main purpose of this paper of the paper is an explicite construction of generalized Gaussian process with function $t_b(V)=b^{H(V)}$, where $H(V)=n-h(V)$, $h(V)$ is the number of singletons in a pair-partition $V \in \st{P}_2(2n)$. This…
We calculate the black hole mass distribution function that follows from the random emission of quanta by Hawking radiation and with this function we calculate the black hole mass fluctuation. From a complete different perspective we regard…
We present exact non-Gaussian joint likelihoods for auto- and cross-correlation functions on arbitrarily masked spherical Gaussian random fields. Our considerations apply to spin-0 as well as spin-2 fields but are demonstrated here for the…
A comprehensive analysis of small fluctuations about two-dimensional string-theoretic and string-inspired black holes is presented. It is shown with specific examples that two-dimensional black holes behave in a radically different way from…