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The Nazarov-Sodin constant describes the average number of nodal set components of Gaussian fields on large scales. We generalise this to a functional describing the corresponding number of level set components for arbitrary levels. Using…

Probability · Mathematics 2020-07-30 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

This paper is concerned with the distribution of normalized zero-sets of random entire functions. The normalization of the zero-set is performed in the same way as that of the counting function for an entire function in Nevanlinna theory.…

Complex Variables · Mathematics 2008-11-21 Weihong Yao

We study the number of connected components of non-Gaussian random spherical harmonics on the two dimensional sphere $\mathbb{S}^2$. We prove that the expectation of the nodal domains count is independent of the distribution of the…

Probability · Mathematics 2022-08-09 Andrea Sartori

An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…

Statistics Theory · Mathematics 2014-04-17 Piero Barone

We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures, and to quantitative results on the expected number of zeros in…

Probability · Mathematics 2015-05-19 Igor E. Pritsker

We study the hole probability of Gaussian random entire functions. More specifically, we work with entire functions in Taylor series form with i.i.d complex Gaussian coefficients. A hole is the event where the function has no zeros in a…

Complex Variables · Mathematics 2010-04-07 Alon Nishry

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

Number Theory · Mathematics 2013-11-20 D. A. Hejhal

In this article, we study complex Gaussian multiplicative chaos. More precisely, we study the renormalization theory and the limit of the exponential of a complex log-correlated Gaussian field in all dimensions (including Gaussian Free…

Probability · Mathematics 2015-02-17 Hubert Lacoin , Rémi Rhodes , Vincent Vargas

A random vector whose norm and overlap (inner product with an independent copy) concentrates is shown to have random low-dimensional projections that are approximately random Gaussians. Conversely, asymptotically random Gaussian projections…

Probability · Mathematics 2025-12-23 Timothy L. H. Wee , Sekhar Tatikonda

We prove Central Limit Theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combine asymptotic analysis of higher order moments for Legendre polynomials…

Mathematical Physics · Physics 2015-06-11 Domenico Marinucci , Igor Wigman

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

Probability · Mathematics 2015-10-26 Annika Lang , Christoph Schwab

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

Statistics Theory · Mathematics 2011-12-19 Farida Enikeeva

We consider an analytic function $f$ whose zero set forms a unit intensity Poisson process on the real line. We show that repeated differentiation causes the zero set to converge in distribution to a random translate of the integers.

Probability · Mathematics 2014-09-30 Robin Pemantle , Sneha Subramanian

We prove complete monotonicity of sums of squares of generalized Baskakov basis functions by deriving the corresponding results for hypergeometric functions. Moreover, in the central Baskakov case we study the distribution of the complex…

Classical Analysis and ODEs · Mathematics 2014-12-01 Ulrich Abel , Wolfgang Gawronski , Thorsten Neuschel

We consider the statistical distribution of zeros of random meromorphic functions whose poles are independent random variables. It is demonstrated that correlation functions of these zeros can be computed analytically and explicit…

Chaotic Dynamics · Physics 2009-10-31 E. Bogomolny , U. Gerland , C. Schmit

In this survey we collect some of the recent results on the "nodal geometry" of random eigenfunctions on Riemannian surfaces. We focus on the asymptotic behavior, for high energy levels, of the nodal length of Gaussian Laplace…

Probability · Mathematics 2018-03-28 Maurizia Rossi

We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From…

Probability · Mathematics 2024-11-20 Robert E. Gaunt

The concept of a gauge invariant symmetric random norm is elaborated in this paper. We introduce norm processes and show that this kind of stochastic processes are closely related to gauge invariant symmetric random norms. We construct a…

Functional Analysis · Mathematics 2017-08-24 Attila Lovas , Attila Andai

We prove and discuss three results on zero distribution of gaussian analytic functions: (i) the Edeleman-Kostlan formula for the expectation of the counting measure; (ii) a variation on the theme of Calabi's rigidity theorem; (iii) Offord's…

Complex Variables · Mathematics 2007-05-23 Mikhail Sodin

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…

Statistics Theory · Mathematics 2020-10-15 Niels Lundtorp Olsen